On the Computational Complexity of Private High-dimensional Model Selection via the Exponential Mechanism.
Saptarshi RoyAmbuj TewariPublished in: CoRR (2023)
Keyphrases
- model selection
- high dimensional
- computational complexity
- variable selection
- cross validation
- hyperparameters
- regression model
- bayesian learning
- sample size
- parameter estimation
- statistical learning
- model selection criteria
- error estimation
- statistical inference
- machine learning
- motion segmentation
- meta learning
- selection criterion
- low dimensional
- parameter determination
- gaussian process
- feature selection
- generalization error
- mixture model
- dimensionality reduction
- parameter space
- bayesian methods
- high dimensional data
- leave one out cross validation
- information criterion
- knn
- marginal likelihood
- active learning
- feature space
- automatic model selection