Towards Fundamentally Scalable Model Selection: Asymptotically Fast Update and Selection.
Wenxiao WangWeiming ZhuangLingjuan LyuPublished in: CoRR (2024)
Keyphrases
- model selection
- sample size
- selection criterion
- cross validation
- hyperparameters
- statistical learning
- parameter estimation
- bayesian learning
- model selection criteria
- mixture model
- motion segmentation
- machine learning
- variable selection
- regression model
- generalization error
- error estimation
- meta learning
- statistical inference
- feature selection
- random sampling
- automatic model selection
- bayesian model selection
- data sets
- leave one out cross validation
- selection criteria
- bayesian methods
- gaussian process
- worst case
- selection algorithm