Statistical and Heuristic Model Selection in Regularized Least-Squares.
Igor BragaMaria Carolina MonardPublished in: BRACIS (2013)
Keyphrases
- model selection
- regularized least squares
- cross validation
- hyperparameters
- sparse representation
- sample size
- regression model
- mixture model
- gaussian process
- statistical models
- variable selection
- reproducing kernel hilbert space
- machine learning
- regularization term
- kernel matrix
- probability distribution
- support vector
- statistical methods
- learning algorithm