Insensitive Modification of Subspace Information Criterion for Least Mean Squares Learning
Xuejun Zhou · 2013
The least mean squares (LMS) algorithm is widely applied in the machine learning community. Insensitive Modification of Subspace Information Criterion (IMSIC) is one of the model selection methods, which is defined on an unbiased estimator of the generalization error-Subspace Information Criterion(SIC). In this paper, we will give the method of selecting LMS learning models by IMSIC.