Automated Model Selection with Bayesian Quadrature.
Henry ChaiJean-Francois TonMichael A. OsborneRoman GarnettPublished in: ICML (2019)
Keyphrases
- model selection
- bayesian learning
- bayesian model selection
- statistical inference
- cross validation
- marginal likelihood
- hyperparameters
- bayesian methods
- covariate shift
- parameter estimation
- bayesian approaches
- statistical learning
- posterior distribution
- sample size
- variable selection
- regression model
- machine learning
- feature selection
- mixture model
- meta learning
- motion segmentation
- bayesian networks
- error estimation
- selection criterion
- generalization error
- bayesian information criterion
- gaussian process
- model selection criteria
- data mining
- free energy
- gaussian processes
- em algorithm