Evaluating PcGets and RETINA as Automatic Model Selection Algorithms.
The paper describes two automatic model selection algorithms, RETINA and PcGets, briefly discussing how the algorithms work and what their performance claims are. RETINA's Matlab implementation of the code is explained, then the program is compared with PcGets on the data in Perez-Amaral, Gallo...
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Format: | Journal article |
Language: | English |
Published: |
Blackwell Publishing
2005
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