Bayesian optimization for automated model selection.
Gustavo MalkomesChip SchaffRoman GarnettPublished in: NIPS (2016)
Keyphrases
- model selection
- bayesian learning
- cross validation
- statistical inference
- marginal likelihood
- hyperparameters
- bayesian model selection
- bayesian methods
- bayesian approaches
- sample size
- parameter estimation
- covariate shift
- machine learning
- statistical learning
- motion segmentation
- information criterion
- regression model
- selection criterion
- posterior distribution
- generalization error
- mixture model
- bayesian networks
- model selection criteria
- generalization bounds
- feature selection
- meta learning
- gaussian processes
- variable selection
- leave one out cross validation
- gaussian process
- bayesian inference
- parameter determination
- maximum likelihood
- kernel machines
- markov chain monte carlo
- error estimation
- automatic model selection