AutoForecast: Automatic Time-Series Forecasting Model Selection.
Mustafa AbdallahRyan A. RossiKanak MahadikSungchul KimHandong ZhaoSaurabh BagchiPublished in: CIKM (2022)
Keyphrases
- model selection
- cross validation
- hyperparameters
- sample size
- bayesian learning
- statistical learning
- parameter estimation
- regression model
- machine learning
- statistical inference
- model selection criteria
- generalization error
- mixture model
- feature selection
- meta learning
- selection criterion
- automatic model selection
- error estimation
- artificial neural networks
- motion segmentation
- gaussian process
- variable selection
- marginal likelihood
- active learning
- bayesian methods
- data sets
- generalization bounds
- upper bound