Semi-analytical method for analyzing models and model selection measures based on moment analysis.
Amit DhurandharAlin DobraPublished in: ACM Trans. Knowl. Discov. Data (2009)
Keyphrases
- model selection
- cross validation
- parameter estimation
- information criterion
- hyperparameters
- model selection criteria
- bayesian methods
- selection criterion
- probabilistic model
- bayesian learning
- objective function
- error estimation
- regression model
- sample size
- machine learning
- gaussian process
- statistical model
- data mining
- mixture model
- similarity measure
- feature selection
- linear regression
- posterior probability
- bayesian framework
- prior knowledge
- bayesian information criterion
- marginal likelihood
- learning algorithm
- parameter determination