Variable selection using a smooth information criterion for distributional regression models.
Meadhbh O'NeillKevin BurkePublished in: Stat. Comput. (2023)
Keyphrases
- regression model
- variable selection
- information criterion
- model selection
- cross validation
- input variables
- hyperparameters
- leave one out cross validation
- selection criterion
- regression methods
- sample size
- machine learning
- prediction model
- mixture model
- gaussian process
- feature selection
- generalization error
- support vector regression
- unsupervised learning
- neural network
- training set
- high dimensional
- learning machines
- face recognition
- survival analysis