Smoothing parameter selection in nonparametric regression using an improved kullback information criterion.
Maïza BekaraBezza HafidiGilles FleuryPublished in: ISSPA (2005)
Keyphrases
- parameter selection
- nonparametric regression
- information criterion
- model selection
- cross validation
- probability model
- pointwise
- bayesian information criterion
- parameter estimation
- sample size
- hyperparameters
- machine learning
- regression model
- variable selection
- feature selection
- leave one out cross validation
- factor analysis
- selection criterion
- generalization error
- learning theory
- mixture model
- ls svm