On Over-fitting in Model Selection and Subsequent Selection Bias in Performance Evaluation.
Gavin C. CawleyNicola L. C. TalbotPublished in: J. Mach. Learn. Res. (2010)
Keyphrases
- model selection
- parameter estimation
- cross validation
- hyperparameters
- sample size
- bayesian learning
- regression model
- statistical learning
- mixture model
- model selection criteria
- motion segmentation
- selection criterion
- statistical inference
- error estimation
- feature selection
- variable selection
- machine learning
- generalization error
- meta learning
- least squares
- training data
- leave one out cross validation
- data mining
- parameter determination
- bayesian model selection
- gaussian process
- gaussian mixture model
- support vector
- information criterion
- automatic model selection