Explainable Adaptive Tree-based Model Selection for Time Series Forecasting.
Matthias JakobsAmal SaadallahPublished in: CoRR (2024)
Keyphrases
- model selection
- cross validation
- sample size
- hyperparameters
- regression model
- bayesian learning
- error estimation
- statistical inference
- meta learning
- generalization error
- machine learning
- selection criterion
- statistical learning
- parameter estimation
- artificial neural networks
- motion segmentation
- mixture model
- gaussian process
- leave one out cross validation
- feature selection
- adaptive filtering
- variable selection
- marginal likelihood
- bayesian networks
- real world
- bayesian information criterion
- high dimensional
- model selection criteria
- automatic model selection
- subspace information criterion