On Choice of Hyper-parameter in Extreme Value Theory based on Machine Learning Techniques.
Chikara NakamuraPublished in: CoRR (2021)
Keyphrases
- extreme value theory
- hyperparameters
- model selection
- cross validation
- random sampling
- em algorithm
- support vector
- closed form
- machine learning
- bayesian framework
- parameter settings
- bayesian inference
- prior information
- maximum likelihood
- noise level
- incomplete data
- sample size
- incremental learning
- maximum a posteriori
- generative model
- high quality