Subspace Information Criterion for Model Selection.
Masashi SugiyamaHidemitsu OgawaPublished in: Neural Comput. (2001)
Keyphrases
- subspace information criterion
- model selection
- generalization error
- cross validation
- hyperparameters
- regression model
- sample size
- parameter estimation
- statistical inference
- feature selection
- gaussian process
- machine learning
- model selection criteria
- selection criterion
- marginal likelihood
- least mean square
- parameter determination