Model selection based on validation criteria for Gaussian process regression: An application with highlights on the predictive variance.
Charles DemayBertrand IoossLoïc Le GratietAmandine MarrelPublished in: Qual. Reliab. Eng. Int. (2022)
Keyphrases
- model selection
- gaussian process regression
- gaussian process
- model selection criteria
- hyperparameters
- gaussian processes
- selection criterion
- cross validation
- regression model
- bayesian information criterion
- parameter estimation
- hypothesis tests
- sample size
- mixture model
- approximate inference
- generalization error
- multivariate regression
- machine learning
- information criterion
- marginal likelihood
- selection criteria
- support vector
- generative model
- video sequences
- feature selection