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Automatic model selection: a new instrument for social science

✍ Scribed by David F. Hendry; Hans-Martin Krolzig


Book ID
113596959
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
267 KB
Volume
23
Category
Article
ISSN
0261-3794

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Automatic model selection for the optimi
✍ N.E. Ayat; M. Cheriet; C.Y. Suen πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 349 KB

This approach aims to optimize the kernel parameters and to efficiently reduce the number of support vectors, so that the generalization error can be reduced drastically. The proposed methodology suggests the use of a new model selection criterion based on the estimation of the probability of error