Weighted Sampling for Combined Model Selection and Hyperparameter Tuning.
Dimitrios SarigiannisThomas P. ParnellHaralampos PozidisPublished in: AAAI (2020)
Keyphrases
- model selection
- sample size
- hyperparameters
- cross validation
- parameter estimation
- statistical learning
- bayesian learning
- gaussian process
- regression model
- random sampling
- variable selection
- machine learning
- hypothesis tests
- mixture model
- statistical inference
- selection criterion
- feature selection
- meta learning
- marginal likelihood
- information criterion
- error estimation
- grid search
- automatic model selection
- gaussian processes
- generalization error
- leave one out cross validation
- posterior distribution
- bayesian methods
- support vector machine
- support vector