Fast approximation of the bootstrap for model selection.
Geoffroy SimonAmaury LendasseVincent WertzMichel VerleysenPublished in: ESANN (2003)
Keyphrases
- model selection
- cross validation
- marginal likelihood
- hypothesis tests
- hyperparameters
- sample size
- mixture model
- bayesian learning
- variable selection
- parameter estimation
- statistical learning
- regression model
- information criterion
- model selection criteria
- selection criterion
- error estimation
- generalization error
- motion segmentation
- meta learning
- statistical inference
- machine learning
- gaussian process
- closed form
- parameter determination
- automatic model selection
- expectation propagation
- confidence intervals
- approximate inference
- posterior distribution
- bayesian networks