Rebuilding Factorized Information Criterion: Asymptotically Accurate Marginal Likelihood.

Kohei Hayashi Shin-ichi Maeda Ryohei Fujimaki

Published in: ICML (2015)

Keyphrases

gaussian process
marginal likelihood
model selection
information criterion
regression model
sample size
model selection criteria
cross validation
feature selection
decision trees
support vector
worst case