Online Laplace Model Selection Revisited.
Jihao Andreas LinJavier AntoránJosé Miguel Hernández-LobatoPublished in: CoRR (2023)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- parameter estimation
- sample size
- regression model
- mixture model
- statistical learning
- feature selection
- meta learning
- gaussian process
- generalization error
- variable selection
- motion segmentation
- machine learning
- error estimation
- model selection criteria
- selection criterion
- statistical inference
- leave one out cross validation
- marginal likelihood
- posterior distribution
- training data
- parameter determination
- bayesian model selection
- automatic model selection