Model selection with covariance matching based non-negative lasso.
Arash OwrangYoram BreslerMagnus JanssonPublished in: Signal Process. (2020)
Keyphrases
- model selection
- cross validation
- hyperparameters
- sample size
- variable selection
- parameter estimation
- bayesian learning
- regression model
- machine learning
- selection criterion
- statistical learning
- feature selection
- model selection criteria
- error estimation
- statistical inference
- gaussian process
- information criterion
- generalization error
- meta learning
- motion segmentation
- mixture model
- generalization bounds
- leave one out cross validation
- marginal likelihood
- bayesian methods
- data mining
- dimension reduction
- support vector
- parameter determination
- automatic model selection