Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles.
Pascaline DesclouxSylvain SardyPublished in: J. Comput. Graph. Stat. (2021)
Keyphrases
- model selection
- cross validation
- sample size
- variable selection
- hyperparameters
- regression model
- bayesian learning
- machine learning
- parameter estimation
- feature selection
- statistical learning
- bayesian methods
- selection criterion
- error estimation
- mixture model
- meta learning
- statistical inference
- motion segmentation
- gaussian process
- similarity measure
- leave one out cross validation
- information criterion
- parameter determination
- prior knowledge
- marginal likelihood