Model Selection in Bayesian Neural Networks via Horseshoe Priors.

Soumya Ghosh Jiayu Yao Finale Doshi-Velez

Published in: J. Mach. Learn. Res. (2019)

Keyphrases

model selection
bayesian model averaging
neural network
bayesian approaches
bayesian learning
marginal likelihood
hyperparameters
cross validation
bayesian model selection
statistical inference

posterior distribution
prior distribution
bayesian methods
sample size
parameter estimation
covariate shift
regression model
gaussian process
prior probabilities
machine learning

gaussian processes
meta learning
statistical learning
variable selection
generalization error
bayesian framework
mixture model
bayesian models
feature selection
posterior probability

information criterion
bayesian networks
model selection criteria
selection criterion
motion segmentation
subspace information criterion
maximum likelihood
generative model
error estimation
generalization bounds