Model selection with the Loss Rank Principle.
Marcus HutterMinh-Ngoc TranPublished in: Comput. Stat. Data Anal. (2010)
Keyphrases
- model selection
- cross validation
- parameter estimation
- sample size
- statistical learning
- hyperparameters
- mixture model
- bayesian learning
- regression model
- error estimation
- statistical inference
- model selection criteria
- machine learning
- gaussian process
- information criterion
- leave one out cross validation
- meta learning
- generalization error
- variable selection
- motion segmentation
- bayesian methods
- parameter determination
- scoring function
- generalization bounds