Sequential Knockoffs for Variable Selection in Reinforcement Learning.
Tao MaHengrui CaiZhengling QiChengchun ShiEric B. LaberPublished in: CoRR (2023)
Keyphrases
- variable selection
- reinforcement learning
- high dimensional
- cross validation
- input variables
- linear models
- stochastic search
- model selection
- group lasso
- feature selection
- dimension reduction
- number of input variables
- machine learning
- high dimensional data
- image processing
- transfer learning
- genetic programming
- least squares
- pattern recognition
- computer vision
- data mining