Online Model Selection for Restricted Covariance Matrix Adaptation.
Youhei AkimotoNikolaus HansenPublished in: PPSN (2016)
Keyphrases
- model selection
- covariance matrix
- sample size
- cross validation
- covariance matrices
- hyperparameters
- principal component analysis
- parameter estimation
- generalization error
- geometrical interpretation
- regression model
- mixture model
- variable selection
- feature selection
- machine learning
- statistical inference
- model selection criteria
- random sampling
- bayesian information criterion
- gaussian process
- selection criterion
- marginal likelihood
- unsupervised learning
- low dimensional
- high dimensional
- feature space
- training data