Bayes beats Cross Validation: Fast and Accurate Ridge Regression via Expectation Maximization

Keyphrases

• Expectation Maximization 100%
• Ridge Regression 100%
• Leave-one-out 100%
• Bayes 100%
• Hyperparameters 50%
• Preprocessing Techniques 25%
• Local Minima 25%
• Superior Quality 25%
• Regression Coefficient 25%
• Bayesian Formulation 25%
• Regression Parameters 25%
• Asymptotic Improvement 25%

Engineering

• Maximization 100%
• Input Data 33%
• Regularization 33%
• Local Minimum 33%
• Mild Condition 33%
• Regression Coefficient 33%

Computer Science

• Cross-Validation 100%