On adaptivity of online model selection method based on multikernel adaptive filtering.
Masahiro YukawaRyu-ichiro IshiiPublished in: APSIPA (2013)
Keyphrases
- model selection
- cross validation
- adaptive filtering
- parameter estimation
- gaussian process
- objective function
- error estimation
- filtering method
- preprocessing
- hypothesis tests
- information criterion
- hyperparameters
- automatic model selection
- generalization error
- machine learning
- bayesian framework
- regression model
- feature selection