Effects of sampling skewness of the importance-weighted risk estimator on model selection.
Wouter M. KouwMarco LoogPublished in: CoRR (2018)
Keyphrases
- model selection
- sample size
- error estimation
- cross validation
- selection criterion
- random sampling
- hyperparameters
- mixture model
- parameter estimation
- bayesian learning
- regression model
- model selection criteria
- statistical learning
- feature selection
- machine learning
- information criterion
- automatic model selection
- statistical inference
- marginal likelihood
- generalization error
- motion segmentation
- least squares
- confidence intervals
- gaussian process
- maximum likelihood
- decision trees
- markov chain monte carlo
- gaussian mixture model
- monte carlo
- bayesian information criterion
- learning algorithm