Group-Sparse Model Selection: Hardness and Relaxations.
Luca BaldassarreNirav BhanVolkan CevherAnastasios KyrillidisSiddhartha SatpathiPublished in: IEEE Trans. Inf. Theory (2016)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- machine learning
- regression model
- np hard
- parameter estimation
- sample size
- meta learning
- statistical inference
- statistical learning
- information criterion
- lower bound
- motion segmentation
- variable selection
- mixture model
- gaussian process
- high dimensional
- selection criterion
- bayesian methods
- error estimation
- model selection criteria
- generalization bounds
- feature selection
- leave one out cross validation
- generalization error
- training data
- learning theory
- least squares
- upper bound
- automatic model selection