A note on model selection for small sample regression

Masanori Kawakita, Yoko Oie, Jun'ichi Takeuchi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

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.

Original languageEnglish
Title of host publicationISITA/ISSSTA 2010 - 2010 International Symposium on Information Theory and Its Applications
Pages112-117
Number of pages6
DOIs
Publication statusPublished - Dec 1 2010
Event2010 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 - Taichung, Taiwan, Province of China
Duration: Oct 17 2010Oct 20 2010

Publication series

NameISITA/ISSSTA 2010 - 2010 International Symposium on Information Theory and Its Applications

Other

Other2010 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
CountryTaiwan, Province of China
CityTaichung
Period10/17/1010/20/10

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All Science Journal Classification (ASJC) codes

  • Computational Theory and Mathematics
  • Information Systems

Cite this

Kawakita, M., Oie, Y., & Takeuchi, J. (2010). A note on model selection for small sample regression. In ISITA/ISSSTA 2010 - 2010 International Symposium on Information Theory and Its Applications (pp. 112-117). [5649443] (ISITA/ISSSTA 2010 - 2010 International Symposium on Information Theory and Its Applications). https://doi.org/10.1109/ISITA.2010.5649443