The weighted average information criterion for multivariate regression model selection.
Tiee-Jian WuPinyuen ChenYanjun YanPublished in: Signal Process. (2013)
Keyphrases
- model selection
- multivariate regression
- weighted average
- information criterion
- regression model
- cross validation
- automatic model selection
- bayesian information criterion
- parameter estimation
- model selection criteria
- marginal likelihood
- mixture model
- sample size
- hyperparameters
- feature selection
- selection criterion
- leave one out cross validation
- variable selection
- machine learning
- learning machines
- learning algorithm
- feature set
- training data
- kernel matrix
- support vector
- generative model
- probability distribution