Problem-Complexity Adaptive Model Selection for Stochastic Linear Bandits.
Avishek GhoshAbishek SankararamanKannan RamchandranPublished in: AISTATS (2021)
Keyphrases
- model selection
- cross validation
- error estimation
- bayesian learning
- hyperparameters
- parameter estimation
- statistical learning
- sample size
- regression model
- motion segmentation
- machine learning
- model selection criteria
- statistical inference
- meta learning
- regret bounds
- feature selection
- gaussian process
- generalization error
- variable selection
- selection criterion
- stochastic systems
- mixture model
- marginal likelihood
- bayesian methods
- leave one out cross validation
- information criterion
- automatic model selection
- expectation maximization
- worst case
- image segmentation
- parameter determination