Information Theoretic Guarantees for Empirical Risk Minimization with Applications to Model Selection and Large-Scale Optimization.
Ibrahim M. AlabdulmohsinPublished in: ICML (2018)
Keyphrases
- model selection
- information theoretic
- generalization bounds
- cross validation
- information theory
- mutual information
- hyperparameters
- regression model
- parameter estimation
- mixture model
- sample size
- variable selection
- feature selection
- statistical learning
- machine learning
- selection criterion
- generalization error
- statistical learning theory
- unsupervised learning
- gaussian process
- kernel machines
- kernel matrix
- upper bound