Comparison of Model Selection for Regression.
Vladimir CherkasskyYunqian MaPublished in: Neural Comput. (2003)
Keyphrases
- model selection
- cross validation
- regression model
- hyperparameters
- parameter estimation
- error estimation
- sample size
- generalization error
- mixture model
- statistical learning
- bayesian learning
- statistical inference
- selection criterion
- automatic model selection
- meta learning
- generalization bounds
- feature selection
- variable selection
- learning machines
- bayesian methods
- parameter determination
- machine learning
- density estimation
- linear regression
- support vector
- bayesian information criterion
- bayesian model selection
- multivariate regression