Optimizing Hyperparameters with Conformal Quantile Regression.
David SalinasJacek GolebiowskiAaron KleinMatthias W. SeegerCédric ArchambeauPublished in: ICML (2023)
Keyphrases
- hyperparameters
- quantile regression
- cross validated
- cross validation
- model selection
- bayesian inference
- closed form
- support vector
- bayesian framework
- em algorithm
- random sampling
- gaussian process
- prior information
- maximum likelihood
- posterior distribution
- noise level
- incremental learning
- least squares
- maximum a posteriori
- gaussian processes
- sample size
- incomplete data
- feature selection
- bayesian methods
- parameter settings
- log likelihood
- parameter estimation
- prior knowledge
- parameter space
- machine learning
- noise reduction
- expectation maximization
- upper bound
- probabilistic model