Bayes beats Cross Validation: Efficient and Accurate Ridge Regression via Expectation Maximization.
Shu Yu TewMario BoleyDaniel F. SchmidtPublished in: CoRR (2023)
Keyphrases
- cross validation
- ridge regression
- ls svm
- model selection
- support vector
- information criterion
- expectation maximization
- support vector machine
- variable selection
- hyperparameters
- generalization error
- training set
- data sets
- generative model
- probabilistic model
- least squares
- prior knowledge
- logistic regression
- high dimensional