39 search results - page 1 / 8 » Fast approximation of the bootstrap for model selection |
ESANN
2003
13 years 10 months ago
2003
The bootstrap resampling method may be efficiently used to estimate the generalization error of a family of nonlinear regression models, as artificial neural networks. The main dif...
CSDA
2008
13 years 9 months ago
2008
Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function wh...
IWANN
2005
Springer
14 years 2 months ago
2005
Springer
Abstract. This paper presents k-NN as an approximator for time series prediction problems. The main advantage of this approximator is its simplicity. Despite the simplicity, k-NN c...
SMA
2008
ACM
13 years 9 months ago
2008
ACM
The Least Trimmed Squares (LTS) estimator is a frequently used robust estimator of regression. When it comes to inference for the parameters of the regression model, the asymptoti...
ICML
2008
IEEE
14 years 10 months ago
2008
IEEE
We consider the least-square linear regression problem with regularization by the 1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptot...