Probabilistic Connection between Cross-Validation and Vapnik Bounds.
Przemyslaw KleskPublished in: ICAART (Revised Selected Papers) (2011)
Keyphrases
- cross validation
- model selection
- variable selection
- support vector
- regularization parameter
- generalization error
- error estimates
- hyperparameters
- regression problems
- training set
- cross validated
- upper bound
- binary classification
- information criterion
- bayesian networks
- generative model
- lower bound
- unseen data
- information theoretic
- probabilistic model
- nearest neighbor classifiers
- active learning