The Goodness of Covariance Selection Problem from AUC Bounds.
Navid Tafaghodi KhajaviAnthony KuhPublished in: CoRR (2016)
Keyphrases
- upper bound
- lower bound
- roc curve
- model selection
- logistic regression
- decision trees
- covariance matrix
- class distribution
- average case
- upper and lower bounds
- feature selection
- error rate
- worst case
- classification accuracy
- lower and upper bounds
- pairwise
- receiver operating characteristic
- probability estimation
- bipartite ranking
- confidence bounds
- naive bayes
- error bounds
- covariance matrices
- worst case bounds
- newly constructed
- distribution free
- large deviations
- generalization bounds
- artificial neural networks
- sample size