Title
The costs of complex model optimization
Author
Rubingh, C.M.
Martens, H.
van der Voet, H.
Smilde, A.K.
Publication year
2013
Abstract
Each data-driven action in data modelling consumes degrees of freedom, whether it concerns estimation of parameters, estimation of meta-parameters or selecting variables. By using a double cross validation approach for degrees of freedom calculation the costs for meta-parameter estimation and variable selection can be determined explicitly. The only assumptions are independent and identically distributed errors, which make the approach applicable to many predictive modelling techniques. © 2013.
Subject
Life
QS - Quality & Safety
EELS - Earth, Environmental and Life Sciences
Biomedical Innovation
Biology
Healthy Living
Degrees of freedom
Meta-parameter estimation
Model optimization
Variable selection
To reference this document use:
http://resolver.tudelft.nl/uuid:f2be4366-bbcb-474d-9abc-2763fa63dc13
DOI
https://doi.org/10.1016/j.chemolab.2013.04.004
TNO identifier
472349
ISSN
0169-7439
Source
Chemometrics and Intelligent Laboratory Systems, 125, 139-146
Document type
article