Model Selection with Cross-Validations and Bootstraps - Application to Time Series Prediction with RBFN Models.
Amaury LendasseVincent WertzMichel VerleysenPublished in: ICANN (2003)
Keyphrases
- model selection
- cross validation
- parameter estimation
- sample size
- hyperparameters
- model selection criteria
- statistical inference
- statistical learning
- regression model
- mixture model
- bayesian learning
- feature selection
- leave one out cross validation
- selection criterion
- bayesian methods
- variable selection
- artificial neural networks
- machine learning
- error estimation
- information criterion
- statistical models
- automatic model selection
- autoregressive
- neural network model
- radial basis function
- radial basis function network
- bayesian networks
- hypothesis tests