SCOPE: Selective Cross-Validation over Parameters for Elo.
Alexander J. BisbergRogelio Enrique Cardona-RiveraPublished in: AIIDE (2019)
Keyphrases
- cross validation
- hyperparameters
- model selection
- regularization parameter
- variable selection
- support vector
- parameter estimation
- regression problems
- training set
- error estimates
- information criterion
- grid search
- parameter values
- maximum likelihood
- generalization error
- ls svm
- regression model
- upper bound
- knn
- unseen data