Bayesian optimization for automated model selection.
Gustavo MalkomesChip SchaffRoman GarnettPublished in: AutoML@ICML (2016)
Keyphrases
- model selection
- bayesian learning
- statistical inference
- cross validation
- marginal likelihood
- hyperparameters
- bayesian methods
- bayesian model selection
- parameter estimation
- statistical learning
- regression model
- covariate shift
- model selection criteria
- mixture model
- sample size
- meta learning
- bayesian approaches
- error estimation
- machine learning
- motion segmentation
- posterior distribution
- grid search
- variable selection
- information criterion
- feature selection
- bayesian networks
- selection criterion
- generalization error
- leave one out cross validation
- maximum likelihood
- objective function
- decision trees