Metric-based model selection for time-series forecasting.
Yoshua BengioNicolas ChapadosPublished in: NNSP (2002)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- regression model
- machine learning
- sample size
- error estimation
- statistical learning
- parameter estimation
- motion segmentation
- variable selection
- selection criterion
- meta learning
- gaussian process
- leave one out cross validation
- model selection criteria
- automatic model selection
- generalization error
- mixture model
- feature selection
- statistical inference
- information criterion
- marginal likelihood
- metric learning
- upper bound
- probabilistic model
- bayesian model selection