Online Explainable Model Selection for Time Series Forecasting.
Amal SaadallahPublished in: DSAA (2023)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- parameter estimation
- regression model
- statistical learning
- model selection criteria
- mixture model
- sample size
- motion segmentation
- machine learning
- generalization error
- variable selection
- parameter determination
- artificial neural networks
- error estimation
- selection criterion
- statistical inference
- gaussian process
- marginal likelihood
- bayesian model selection
- automatic model selection
- bayesian methods
- likelihood function
- leave one out cross validation
- meta learning
- maximum likelihood
- training data
- decision trees