Explainable Adaptive Tree-based Model Selection for Time-Series Forecasting.
Matthias JakobsAmal SaadallahPublished in: ICDM (2023)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- parameter estimation
- machine learning
- mixture model
- model selection criteria
- sample size
- statistical learning
- regression model
- generalization error
- statistical inference
- motion segmentation
- selection criterion
- meta learning
- gaussian process
- error estimation
- information criterion
- feature selection
- artificial neural networks
- parameter determination
- real world
- automatic model selection
- variable selection
- bayesian model selection
- marginal likelihood
- leave one out cross validation
- adaptive filtering
- maximum likelihood