Oracle inequalities for computationally budgeted model selection.
Alekh AgarwalJohn C. DuchiPeter L. BartlettClément LevrardPublished in: COLT (2011)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- sample size
- mixture model
- bayesian learning
- statistical learning
- variable selection
- multi class
- model selection criteria
- motion segmentation
- error estimation
- gaussian process
- marginal likelihood
- statistical inference
- feature selection
- selection criterion
- meta learning
- generalization error
- machine learning
- bayesian information criterion
- regression model
- bayesian model selection
- generalization bounds
- information criterion
- parameter determination