Model Averaging Is Asymptotically Better Than Model Selection For Prediction.
Tri M. LeBertrand S. ClarkePublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- model selection
- model averaging
- bayesian methods
- sample size
- bayesian model averaging
- hyperparameters
- cross validation
- parameter estimation
- posterior distribution
- model selection criteria
- unsupervised learning
- regression model
- information criterion
- mixture model
- supervised classification
- feature selection
- selection criterion
- variable selection
- gaussian process
- machine learning
- marginal likelihood
- leave one out cross validation
- gaussian processes
- training set
- bayesian network structures
- bayesian networks
- pairwise
- naive bayes