Kolmogorov's Structure Functions with an Application to the Foundations of Model Selection
Nikolai K. VereshchaginPaul M. B. VitányiPublished in: CoRR (2002)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- parameter estimation
- regression model
- sample size
- statistical inference
- machine learning
- generalization error
- variable selection
- motion segmentation
- mixture model
- model selection criteria
- statistical learning
- selection criterion
- marginal likelihood
- gaussian process
- information criterion
- automatic model selection
- bayesian information criterion
- error estimation
- learning algorithm
- leave one out cross validation
- active learning
- feature selection
- parameter determination