Model Selection with Combining Valid and Optimal Prediction Intervals.
Darko PevecIgor KononenkoPublished in: ICDM Workshops (2012)
Keyphrases
- model selection
- regression model
- prediction intervals
- cross validation
- hyperparameters
- sample size
- parameter estimation
- mixture model
- machine learning
- optimal solution
- variable selection
- feature selection
- bayesian model selection
- information criterion
- closed form
- generalization error
- gaussian process
- marginal likelihood
- model selection criteria
- worst case
- selection criterion
- regression methods
- automatic model selection
- selection criteria
- em algorithm
- image sequences