Group-Sparse Model Selection: Hardness and Relaxations
Luca BaldassarreNirav BhanVolkan CevherAnastasios KyrillidisPublished in: CoRR (2013)
Keyphrases
- model selection
- cross validation
- parameter estimation
- bayesian learning
- hyperparameters
- sample size
- statistical learning
- np hard
- variable selection
- regression model
- lower bound
- mixture model
- meta learning
- statistical inference
- machine learning
- error estimation
- selection criterion
- generalization error
- feature selection
- worst case
- high dimensional
- bayesian networks
- bayesian information criterion
- parameter determination
- gaussian process
- motion segmentation
- information criterion
- marginal likelihood