Bayesian Leave-One-Out Cross-Validation Approximations for Gaussian Latent Variable Models.
Aki VehtariTommi MononenVille TolvanenTuomas SivulaOle WintherPublished in: J. Mach. Learn. Res. (2016)
Keyphrases
- latent variable models
- leave one out cross validation
- latent variables
- expectation propagation
- posterior distribution
- model selection
- gaussian process
- maximum likelihood
- support vector machine
- variable selection
- cross validation
- k nearest neighbour
- real valued
- generalization error
- bayesian learning
- bayesian inference
- probabilistic model
- latent dirichlet allocation
- kernel learning
- gaussian processes
- confidence intervals
- training data
- closed form
- knn
- bayesian networks
- feature selection
- feature subset
- learning problems
- random variables
- feature space