AutoXPCR: Automated Multi-Objective Model Selection for Time Series Forecasting.
Raphael FischerAmal SaadallahPublished in: CoRR (2023)
Keyphrases
- model selection
- multi objective
- cross validation
- hyperparameters
- parameter estimation
- bayesian learning
- evolutionary algorithm
- model selection criteria
- statistical learning
- sample size
- selection criterion
- genetic algorithm
- variable selection
- regression model
- feature selection
- statistical inference
- mixture model
- leave one out cross validation
- generalization error
- objective function
- motion segmentation
- machine learning
- meta learning
- artificial neural networks
- error estimation
- gaussian process
- bayesian information criterion
- information criterion
- marginal likelihood
- bayesian model selection
- bayesian methods
- least squares