Mixed Integer Nonlinear Program for Minimization of Akaike's Information Criterion.
Keiji KimuraHayato WakiPublished in: ICMS (2016)
Keyphrases
- information criterion
- mixed integer
- model selection
- cross validation
- quadratic program
- probability model
- linear program
- lot sizing
- bayesian information criterion
- feasible solution
- convex hull
- optimal solution
- objective function
- widely applicable
- continuous variables
- factor analysis
- sample size
- leave one out cross validation
- statistical model
- free energy
- selection criterion
- convex optimization
- hyperparameters
- variable selection
- neural network
- multistage
- parameter estimation
- collaborative filtering
- decision trees