A non-asymptotic penalization criterion for model selection in mixture of experts models.
TrungTin NguyenHien Duy NguyenFaicel ChamroukhiFlorence ForbesPublished in: CoRR (2021)
Keyphrases
- model selection
- marginal likelihood
- model selection criteria
- mixture model
- cross validation
- selection criterion
- parameter estimation
- information criterion
- variable selection
- sample size
- hyperparameters
- generalization error
- feature selection
- regression model
- bayesian learning
- statistical learning
- bayesian methods
- exponential family
- statistical inference
- machine learning
- error estimation
- gaussian process
- statistical models
- probabilistic model
- bayesian information criterion
- learning algorithm
- parameter determination
- automatic model selection
- prior knowledge
- support vector
- generalization bounds
- bayesian networks
- data mining