Toward Theoretical Guidance for Two Common Questions in Practical Cross-Validation based Hyperparameter Selection.
Parikshit RamAlexander G. GrayHorst C. SamulowitzGregory BramblePublished in: SDM (2023)
Keyphrases
- cross validation
- hyperparameters
- model selection
- selection criterion
- cross validated
- variable selection
- support vector
- regularization parameter
- information criterion
- generalization error
- grid search
- gaussian process
- real world
- unseen data
- gaussian processes
- regression model
- training set
- leave one out cross validation
- random sampling
- generalization ability
- generative model
- neural network
- error estimates