Fully robust one-sided cross-validation for regression functions.
Olga Y. SavchukJeffrey D. HartPublished in: Comput. Stat. (2017)
Keyphrases
- cross validation
- model selection
- regression problems
- support vector
- hyperparameters
- variable selection
- generalization error
- regression model
- cross validated
- information criterion
- decision tree induction
- regularization parameter
- nearest neighbor classifiers
- error estimates
- support vector regression
- gaussian process
- ls svm
- artificial neural networks
- unseen data
- training set
- feature selection
- neural network
- linear regression
- gaussian processes
- nearest neighbor
- permutation tests
- machine learning