AutoXPCR: Automated Multi-Objective Model Selection for Time Series Forecasting.
Raphael FischerAmal SaadallahPublished in: KDD (2024)
Keyphrases
- model selection
- multi objective
- cross validation
- evolutionary algorithm
- parameter estimation
- hyperparameters
- sample size
- genetic algorithm
- statistical learning
- selection criterion
- artificial neural networks
- error estimation
- regression model
- machine learning
- mixture model
- motion segmentation
- statistical inference
- meta learning
- model selection criteria
- variable selection
- leave one out cross validation
- bayesian learning
- objective function
- generalization error
- feature selection
- gaussian process
- information criterion
- marginal likelihood
- parameter determination
- data mining
- bayesian information criterion
- automatic model selection