Model selection: beyond the Bayesian/frequentist divide

MaRDI QIDQ2896019zbMATHFDO

Authors Isabelle Guyon, Amir Saffari, Gideon Dror, Gavin C. Cawley

Publication date 13 July 2012

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL http://www.jmlr.org/papers/v11/guyon10a.html

zbMATH Keywords

regularizationensemble methodsminimum description lengthmultilevel optimizationover-fittingstructural risk minimizationperformance predictionbias-variance tradeoffBayesian priorsguaranteed risk minimizationmultilevel inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundational topics in statistics (62A99)

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Cited in

(16)

• What is an optimal value of \(k\) in \(k\)-fold cross-validation in discrete Bayesian network analysis?
• Model selection for the rate problem: a comparison of significance testing, Bayesian and minimum description length statistical inference
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• Optimal design of priors constrained by external predictors
• Tikhonov, Ivanov and Morozov regularization for support vector machine learning
• Model Selection and Multiple Testing - A Bayesian and Empirical Bayes Overview and some New Results
• Cost-based feature selection for support vector machines: an application in credit scoring
• Tunability: importance of hyperparameters of machine learning algorithms
• Brittleness of Bayesian inference under finite information in a continuous world
• Kernel learning at the first level of inference
• Model selection bias and Freedman's paradox
• AutonoML: Towards an Integrated Framework for Autonomous Machine Learning
• Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R
• Newton, Einstein, Jeffreys and Bayesian model selection
• scientific article; zbMATH DE number 922658 (Why is no real title available?)
• Decision-based model selection

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