Distributionally Robust Formulation and Model Selection for the Graphical Lasso.
Pedro Cisneros-VelardeAlexander PetersenSang-Yun OhPublished in: AISTATS (2020)
Keyphrases
- model selection
- cross validation
- robust optimization
- hyperparameters
- parameter estimation
- variable selection
- sample size
- regression model
- bayesian learning
- selection criterion
- mixture model
- statistical learning
- feature selection
- meta learning
- machine learning
- model selection criteria
- gaussian process
- motion segmentation
- error estimation
- generalization error
- marginal likelihood
- bayesian methods
- statistical inference
- generalization bounds
- bayesian model selection
- automatic model selection
- bayesian information criterion
- information criterion