Multi-Objective Model Selection for Time Series Forecasting.
Oliver BorchertDavid SalinasValentin FlunkertTim JanuschowskiStephan GünnemannPublished in: CoRR (2022)
Keyphrases
- model selection
- multi objective
- cross validation
- evolutionary algorithm
- hyperparameters
- genetic algorithm
- regression model
- parameter estimation
- artificial neural networks
- bayesian learning
- meta learning
- statistical learning
- sample size
- motion segmentation
- objective function
- machine learning
- selection criterion
- variable selection
- gaussian process
- feature selection
- statistical inference
- error estimation
- mixture model
- generalization error
- information criterion
- marginal likelihood
- automatic model selection
- support vector machine
- neural network
- bayesian information criterion
- leave one out cross validation