Decision-based model selection.
Arnoud V. den BoerDirk D. SieragPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- model selection
- cross validation
- parameter estimation
- hyperparameters
- bayesian learning
- motion segmentation
- error estimation
- sample size
- statistical learning
- feature selection
- mixture model
- regression model
- machine learning
- variable selection
- model selection criteria
- generalization error
- meta learning
- selection criterion
- statistical inference
- parameter determination
- gaussian process
- generalization bounds
- marginal likelihood
- data sets
- similarity measure
- likelihood function