A Unified Dynamic Approach to Sparse Model Selection.
Chendi HuangYuan YaoPublished in: AISTATS (2018)
Keyphrases
- model selection
- cross validation
- bayesian learning
- parameter estimation
- hyperparameters
- statistical learning
- generalization error
- machine learning
- selection criterion
- motion segmentation
- sample size
- mixture model
- model selection criteria
- regression model
- statistical inference
- error estimation
- information criterion
- variable selection
- meta learning
- gaussian process
- generalization bounds
- automatic model selection
- leave one out cross validation
- parameter determination
- feature selection
- high dimensional
- bayesian networks
- bayesian model selection
- decision trees
- multivariate regression