Group model selection using marginal correlations: The good, the bad and the Ugly.
Waheed U. BajwaDustin G. MixonPublished in: Allerton Conference (2012)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- statistical learning
- sample size
- bayesian learning
- mixture model
- machine learning
- regression model
- information criterion
- variable selection
- gaussian process
- model selection criteria
- motion segmentation
- meta learning
- leave one out cross validation
- feature selection
- error estimation
- selection criterion
- parameter determination
- automatic model selection
- probability distribution
- statistical inference
- generalization error
- random sampling
- upper bound
- similarity measure
- data sets