A Local Information Criterion for Dynamical Systems.
Arash MehrjouFriedrich SolowjowSebastian TrimpeBernhard SchölkopfPublished in: CoRR (2018)
Keyphrases
- dynamical systems
- information criterion
- model selection
- cross validation
- probability model
- bayesian information criterion
- factor analysis
- fixed point
- state space
- widely applicable
- sample size
- nonlinear dynamical systems
- hyperparameters
- selection criterion
- leave one out cross validation
- learning theory
- free energy
- generalization error
- search space