TY - GEN
T1 - A note on model selection for small sample regression
AU - Kawakita, Masanori
AU - Oie, Yoko
AU - Takeuchi, Jun'ichi
N1 - Copyright:
Copyright 2011 Elsevier B.V., All rights reserved.
PY - 2010
Y1 - 2010
N2 - This paper proposes a modification of model selection criterion Direct Eigenvalue Estimator (DEE) for small sample regression proposed by Chapelle et al. (2002). The derivation of DEE requires neither an asymptotic assumption nor an assumption that the variance of noise is known in advance. Chapelle et al. (2002) reported that their model selection procedure performed well even when the data number was small but a little worse than ADJ (Schuurmans, 1997) on experiments. We point out, however, the derivation of DEE includes two mistakes. We further propose a slight modification to correct those mistakes. Our experiments verify that the modified DEE gives more stable model selection than the original DEE.
AB - This paper proposes a modification of model selection criterion Direct Eigenvalue Estimator (DEE) for small sample regression proposed by Chapelle et al. (2002). The derivation of DEE requires neither an asymptotic assumption nor an assumption that the variance of noise is known in advance. Chapelle et al. (2002) reported that their model selection procedure performed well even when the data number was small but a little worse than ADJ (Schuurmans, 1997) on experiments. We point out, however, the derivation of DEE includes two mistakes. We further propose a slight modification to correct those mistakes. Our experiments verify that the modified DEE gives more stable model selection than the original DEE.
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U2 - 10.1109/ISITA.2010.5649443
DO - 10.1109/ISITA.2010.5649443
M3 - Conference contribution
AN - SCOPUS:78651301909
SN - 9781424460175
T3 - ISITA/ISSSTA 2010 - 2010 International Symposium on Information Theory and Its Applications
SP - 112
EP - 117
BT - ISITA/ISSSTA 2010 - 2010 International Symposium on Information Theory and Its Applications
T2 - 2010 20th International Symposium on Information Theory and Its Applications, ISITA 2010 and the 2010 20th International Symposium on Spread Spectrum Techniques and Applications, ISSSTA 2010
Y2 - 16 October 2010 through 19 October 2010
ER -