Stability-Based Model Selection

@inproceedings{Lange2002StabilityBasedMS,
  title={Stability-Based Model Selection},
  author={Tilman Lange and Mikio L. Braun and Volker Roth and Joachim M. Buhmann},
  booktitle={NIPS},
  year={2002}
}
Model selection is linked to model assessment, which is the problem of comparing different models, or model parameters, for a specific learning task. For supervised learning, the standard practical technique is crossvalidation, which is not applicable for semi-supervised and unsupervised settings. In this paper, a new model assessment scheme is introduced which is based on a notion of stability. The stability measure yields an upper bound to cross-validation in the supervised case, but extends… CONTINUE READING
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