AutoXPCR: Automated Multi-Objective Model Selection for Time Series Forecasting.

Raphael Fischer Amal Saadallah

Published 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