On model selection consistency of regularized M-estimators.
Jason D. LeeYuekai SunJonathan E. TaylorPublished in: CoRR (2013)
Keyphrases
- model selection
- cross validation
- hypothesis tests
- parameter estimation
- hyperparameters
- bayesian learning
- mixture model
- statistical learning
- sample size
- regression model
- error estimation
- machine learning
- statistical inference
- gaussian process
- model selection criteria
- selection criterion
- generalization error
- feature selection
- variable selection
- confidence intervals
- least squares
- feature space
- leave one out cross validation
- meta learning
- motion segmentation
- active learning
- information criterion
- bayesian networks