Bootstrap for Model Selection: Linear Approximation of the Optimism.
Geoffroy SimonAmaury LendasseMichel VerleysenPublished in: IWANN (1) (2003)
Keyphrases
- model selection
- linear approximation
- cross validation
- hypothesis tests
- hyperparameters
- sample size
- regression model
- parameter estimation
- machine learning
- basis functions
- variable selection
- unsupervised learning
- selection criterion
- model selection criteria
- gaussian process
- mixture model
- feature selection
- monte carlo
- markov chain
- high dimensional