Exploiting resampling techniques for model selection in forecasting: an empirical evaluation using out-of-sample tests.
Dimitrios SarrisEvangelos SpiliotisVassilios AssimakopoulosPublished in: Oper. Res. (2020)
Keyphrases
- model selection
- cross validation
- hyperparameters
- hypothesis tests
- bayesian learning
- sample size
- statistical inference
- parameter estimation
- machine learning
- selection criterion
- regression model
- mixture model
- generalization error
- variable selection
- feature selection
- meta learning
- statistical learning
- motion segmentation
- information criterion
- parameter determination
- bayesian methods
- model selection criteria
- data sets
- error estimation
- marginal likelihood
- support vector machine
- bayesian model selection
- automatic model selection
- support vector regression