Dynamic Scoring: Probabilistic Model Selection Based on Utility Maximization.
Jan VecerPublished in: Entropy (2019)
Keyphrases
- model selection
- utility maximization
- cross validation
- parameter estimation
- hyperparameters
- sample size
- mixture model
- model selection criteria
- feature selection
- utility function
- selection criterion
- generalization error
- generative model
- generalization bounds
- probabilistic model
- machine learning
- gaussian process
- marginal likelihood
- bayesian model selection
- decision makers
- stochastic gradient
- information criterion
- automatic model selection