相关论文: A Comparative Study of Model Selection Criteria fo…

In this article, we develop a modern perspective on Akaike's Information Criterion and Mallows' Cp for model selection. Despite the diff erences in their respective motivation, they are equivalent in the special case of Gaussian linear…

Epsilon-lexicase selection is a parent selection method in genetic programming that has been successfully applied to symbolic regression problems. Recently, the combination of random subsampling with lexicase selection significantly…

Symbolic regression is the process of identifying mathematical expressions that fit observed output from a black-box process. It is a discrete optimization problem generally believed to be NP-hard. Prior approaches to solving the problem…

Symbolic regression is a machine learning method with the goal to produce interpretable results. Unlike other machine learning methods such as, e.g. random forests or neural networks, which are opaque, symbolic regression aims to model and…

In the signal processing and statistics literature, the minimum description length (MDL) principle is a popular tool for choosing model complexity. Successful examples include signal denoising and variable selection in linear regression,…

Bayesian model selection commonly relies on Laplace approximation or the Bayesian Information Criterion (BIC), which assume that the effective model dimension equals the number of parameters. Singular learning theory replaces this…

Regularized models have been applied in lots of areas, with high-dimensional data sets being popular. Because tuning parameter decides the theoretical performance and computational efficiency of the regularized models, tuning parameter…

Modern variable selection procedures make use of penalization methods to execute simultaneous model selection and estimation. A popular method is the LASSO (least absolute shrinkage and selection operator), the use of which requires…

We present a model selection framework for the extraction of the CKM matrix element $|V_{cb}|$ from exclusive $B \to D^* l \nu$ decays. By framing the truncation of the Boyd-Grinstein-Lebed (BGL) parameterization as a model selection task,…

Many regression problems involve not one but several response variables (y's). Often the responses are suspected to share a common underlying structure, in which case it may be advantageous to share information across them; this is known as…

Symbolic regression (SR) is an emerging branch of machine learning focused on discovering simple and interpretable mathematical expressions from data. Although a wide-variety of SR methods have been developed, they often face challenges…

Accurate model selection is a fundamental requirement for statistical analysis. In many real-world applications of graphical modelling, correct model structure identification is the ultimate objective. Standard model validation procedures…

This paper compares three approaches to the problem of selecting among probability models to fit data (1) use of statistical criteria such as Akaike's information criterion and Schwarz's "Bayesian information criterion," (2) maximization of…

Symbolic regression (SR) is a data analysis problem where we search for the mathematical expression that best fits a numerical dataset. It is a global optimization problem. The most popular approach to SR is by genetic programming (SRGP).…

Consider the spiked Wigner model \[ X = \sum_{i = 1}^k \lambda_i u_i u_i^\top + \sigma G, \] where $G$ is an $N \times N$ GOE random matrix, and the eigenvalues $\lambda_i$ are all spiked, i.e. above the Baik-Ben Arous-P\'ech\'e (BBP)…

We extend the Bayesian Information Criterion (BIC), an asymptotic approximation for the marginal likelihood, to Bayesian networks with hidden variables. This approximation can be used to select models given large samples of data. The…

In the field of spatial data analysis, spatially varying coefficients (SVC) models, which allow regression coefficients to vary by region and flexibly capture spatial heterogeneity, have continued to be developed in various directions.…

We provide a brief overview of both Bayes and classical model selection. We argue tentatively that model selection has at least two major goals, that of finding the correct model or predicting well, and that in general both these goals may…

In the realm of the model selection context, Akaike's and Schwarz's information criteria, AIC and BIC, have been applied successfully for decades for model order identification. The Efficient Determination Criterion (EDC) is a…

We discuss Bayesian methods for learning Bayesian networks when data sets are incomplete. In particular, we examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. We consider the Laplace…