Bayes beats Cross Validation: Efficient and Accurate Ridge Regression via Expectation Maximization.
Shu Yu TewMario BoleyDaniel F. SchmidtPublished in: NeurIPS (2023)
Keyphrases
- cross validation
- ridge regression
- model selection
- support vector
- ls svm
- information criterion
- expectation maximization
- variable selection
- hyperparameters
- em algorithm
- support vector machine
- generalization error
- training set
- sample size
- data sets
- least squares
- image restoration
- closed form
- random sampling
- artificial neural networks