Preventing Over-Fitting during Model Selection via Bayesian Regularisation of the Hyper-Parameters.
Gavin C. CawleyNicola L. C. TalbotPublished in: J. Mach. Learn. Res. (2007)
Keyphrases
- model selection
- hyperparameters
- posterior distribution
- bayesian learning
- bayesian methods
- parameter estimation
- conjugate priors
- gaussian processes
- cross validation
- marginal likelihood
- gaussian process
- bayesian model selection
- variational bayes
- sample size
- machine learning
- regression model
- variable selection
- markov chain monte carlo
- mixture model
- feature selection
- least squares
- information criterion
- higher order
- free energy
- model selection criteria
- bayesian networks
- learning algorithm
- grid search
- bayesian information criterion
- maximum likelihood
- posterior probability