Efficient cross-validation of principal components.
Wojtek J. KrzanowskiPublished in: Stat. Comput. (1996)
Keyphrases
- cross validation
- principal components
- model selection
- variable selection
- principal component analysis
- generalization error
- support vector
- cross validated
- hyperparameters
- regularization parameter
- training set
- unseen data
- active learning
- information criterion
- nearest neighbor classifiers
- principal component regression
- hyperplane
- gaussian process
- dimensionality reduction
- high dimensional