Best of many worlds: Robust model selection for online supervised learning.
Vidya MuthukumarMitas RayAnant SahaiPeter L. BartlettPublished in: AISTATS (2019)
Keyphrases
- model selection
- supervised learning
- generalization error
- statistical learning
- cross validation
- unsupervised learning
- parameter estimation
- hyperparameters
- bayesian learning
- sample size
- regression model
- learning machines
- machine learning
- error estimation
- meta learning
- mixture model
- feature selection
- marginal likelihood
- model selection criteria
- information criterion
- training data
- statistical inference
- motion segmentation
- learning tasks
- gaussian process
- variable selection
- bayesian information criterion
- training set
- selection criterion
- support vector
- bayesian model selection
- gaussian mixture model
- semi supervised
- leave one out cross validation
- active learning