A note on model selection for small sample regression

Masanori Kawakita, Yoko Oie, Jun'ichi Takeuchi

研究成果: Chapter in Book/Report/Conference proceedingConference contribution

1 被引用数 (Scopus)

抄録

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.

本文言語英語
ホスト出版物のタイトルISITA/ISSSTA 2010 - 2010 International Symposium on Information Theory and Its Applications
ページ112-117
ページ数6
DOI
出版ステータス出版済み - 2010
イベント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 - Taichung, 台湾省、中華民国
継続期間: 10 17 201010 20 2010

出版物シリーズ

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

その他

その他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
Country台湾省、中華民国
CityTaichung
Period10/17/1010/20/10

All Science Journal Classification (ASJC) codes

  • Computational Theory and Mathematics
  • Information Systems

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