To Select or To Weigh: A Comparative Study of Model Selection and Model Weighing for SPODE Ensembles.
Ying YangGeoffrey I. WebbJesús CerquidesKevin B. KorbJanice R. BoughtonKai Ming TingPublished in: ECML (2006)
Keyphrases
- model selection
- parameter estimation
- cross validation
- selection criterion
- information criterion
- statistical learning
- probabilistic model
- sample size
- bayesian learning
- prior knowledge
- feature selection
- regression model
- automatic model selection
- bayesian information criterion
- statistical inference
- bayesian methods
- meta learning
- gaussian process
- generalization error
- hyperparameters
- linear regression
- statistical models
- mixture model