Entropy-Based Model Selection Based on Principal Component Regression.
Masaki SatohXiao Lin WuTakao MiuraPublished in: BESC (2018)
Keyphrases
- model selection
- principal component regression
- partial least squares
- cross validation
- principal components
- regression model
- regression methods
- hyperparameters
- sample size
- parameter estimation
- machine learning
- mixture model
- kernel space
- feature selection
- marginal likelihood
- variable selection
- selection criterion
- generalization error
- model selection criteria
- information criterion
- unsupervised learning
- knn
- supervised learning
- bayesian information criterion
- data sets
- objective function
- automatic model selection