LASSO-enhanced simulation error minimization method for NARX model selection.
Mariangela BoninValerio SeghezzaLuigi PiroddiPublished in: ACC (2010)
Keyphrases
- model selection
- cross validation
- parameter estimation
- hyperparameters
- sample size
- objective function
- pairwise
- linear regression
- gaussian process
- variable selection
- feature selection
- closed form
- least squares
- similarity measure
- mutual information
- feature set
- motion estimation
- data points
- principal components
- classification accuracy
- probabilistic model
- machine learning
- regularization parameter
- model selection criteria