An Empirical Study of MDL Model Selection with Infinite Parametric Complexity
Steven de RooijPeter GrünwaldPublished in: CoRR (2005)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- parameter estimation
- sample size
- motion segmentation
- information criterion
- feature selection
- meta learning
- statistical inference
- machine learning
- regression model
- mixture model
- statistical learning
- error estimation
- automatic model selection
- learning machines
- variable selection
- selection criterion
- model selection criteria
- parameter determination
- gaussian process
- leave one out cross validation
- worst case
- marginal likelihood
- generalization bounds
- bayesian information criterion