Closed-loop Model Selection for Kernel-based Models using Bayesian Optimization.
Thomas BeckersSomil BansalClaire J. TomlinSandra HirchePublished in: CoRR (2019)
Keyphrases
- model selection
- closed loop
- bayesian learning
- cross validation
- parameter estimation
- statistical inference
- bayesian methods
- hyperparameters
- control system
- open loop
- model selection criteria
- control scheme
- marginal likelihood
- feedback control
- bayesian approaches
- regression model
- machine learning
- bayesian model selection
- information criterion
- variable selection
- feature selection
- mixture model
- parameter identification
- selection criterion
- gaussian process
- kernel matrix
- bayesian networks
- covariate shift
- real time
- gaussian processes
- kernel machines
- closed form