Weighted Sampling for Combined Model Selection and Hyperparameter Tuning.
Dimitrios SarigiannisThomas P. ParnellHaris PozidisPublished in: CoRR (2019)
Keyphrases
- model selection
- sample size
- hyperparameters
- cross validation
- gaussian process
- parameter estimation
- bayesian learning
- variable selection
- meta learning
- regression model
- machine learning
- feature selection
- mixture model
- statistical learning
- selection criterion
- generalization error
- model selection criteria
- error estimation
- random sampling
- parameter settings
- information criterion
- marginal likelihood
- gaussian processes
- bayesian information criterion
- leave one out cross validation
- data mining
- automatic model selection
- grid search
- statistical inference
- posterior distribution