Ontology highlight
ABSTRACT:
SUBMITTER: Zhang X
PROVIDER: S-EPMC4883123 | biostudies-literature | 2016
REPOSITORIES: biostudies-literature
Zhang Xiang X Wu Yichao Y Wang Lan L Li Runze R
Journal of machine learning research : JMLR 20160101 16
Information criteria have been popularly used in model selection and proved to possess nice theoretical properties. For classification, Claeskens et al. (2008) proposed support vector machine information criterion for feature selection and provided encouraging numerical evidence. Yet no theoretical justification was given there. This work aims to fill the gap and to provide some theoretical justifications for support vector machine information criterion in both fixed and diverging model spaces. ...[more]