Approximate cross-validation formula for Bayesian linear regression.
Yoshiyuki KabashimaTomoyuki ObuchiMakoto UemuraPublished in: Allerton (2016)
Keyphrases
- cross validation
- linear regression
- regression problems
- model selection
- least squares
- hyperparameters
- posterior distribution
- support vector
- variable selection
- locally weighted
- cross validated
- regression methods
- generalization error
- ridge regression
- training set
- error estimates
- bayesian networks
- maximum likelihood
- bayesian inference
- regression method
- ls svm
- gaussian processes
- information criterion
- nonlinear regression
- gaussian process