Bias-Variance Techniques for Monte Carlo Optimization: Cross-validation for the CE Method
Dev G. RajnarayanDavid H. WolpertPublished in: CoRR (2008)
Keyphrases
- cross validation
- monte carlo
- model selection
- monte carlo simulation
- monte carlo methods
- cross validated
- hyperparameters
- probabilistic model
- generalization error
- markov chain
- adaptive sampling
- support vector machine
- prior knowledge
- training set
- feature set
- ls svm
- importance sampling
- information criterion
- machine learning