Approximate cross-validation formula for Bayesian linear regression.
Yoshiyuki KabashimaTomoyuki ObuchiMakoto UemuraPublished in: CoRR (2016)
Keyphrases
- cross validation
- linear regression
- regression problems
- model selection
- least squares
- variable selection
- hyperparameters
- support vector
- regression methods
- ridge regression
- bayesian networks
- nonlinear regression
- regression method
- posterior distribution
- training set
- cross validated
- locally weighted
- error estimates
- generalization error
- information criterion
- maximum likelihood
- gaussian processes
- gaussian process
- bayesian inference
- prior information