Toward Theoretical Guidance for Two Common Questions in Practical Cross-Validation based Hyperparameter Selection.
Parikshit RamAlexander G. GrayHorst C. SamulowitzGregory BramblePublished in: CoRR (2023)
Keyphrases
- cross validation
- hyperparameters
- model selection
- selection criterion
- variable selection
- grid search
- support vector
- regularization parameter
- generalization error
- gaussian process
- cross validated
- error estimates
- rbf kernel
- information criterion
- unseen data
- sample size
- gaussian processes
- training set
- regression model
- ls svm
- machine learning
- real world
- probabilistic model
- feature selection
- learning algorithm
- database