Weak SINDy: Galerkin-Based Data-Driven Model Selection.
Daniel A. MessengerDavid M. BortzPublished in: CoRR (2020)
Keyphrases
- model selection
- data driven
- cross validation
- hyperparameters
- bayesian learning
- parameter estimation
- machine learning
- mixture model
- regression model
- model selection criteria
- meta learning
- error estimation
- statistical learning
- partial differential equations
- sample size
- statistical inference
- motion segmentation
- gaussian process
- marginal likelihood
- selection criterion
- variable selection
- feature selection
- leave one out cross validation
- automatic model selection
- generalization bounds
- data mining
- information criterion
- bayesian methods
- training data
- mutual information