Best of Both Worlds Model Selection.
Aldo PacchianoChristoph DannClaudio GentilePublished in: CoRR (2022)
Keyphrases
- model selection
- cross validation
- bayesian learning
- regression model
- hyperparameters
- machine learning
- sample size
- gaussian process
- statistical learning
- meta learning
- parameter estimation
- statistical inference
- motion segmentation
- generalization error
- selection criterion
- error estimation
- information criterion
- mixture model
- feature selection
- marginal likelihood
- model selection criteria
- data mining
- variable selection
- likelihood function
- least squares
- bayesian information criterion
- parameter determination
- automatic model selection