High Dimensional Restrictive Federated Model Selection with multi-objective Bayesian Optimization over shifted distributions.
Xudong SunAndrea BommertFlorian PfistererJörg RahnenführerMichel LangBernd BischlPublished in: CoRR (2019)
Keyphrases
- model selection
- multi objective
- optimization algorithm
- bayesian learning
- high dimensional
- variable selection
- marginal likelihood
- statistical inference
- cross validation
- bayesian model selection
- hyperparameters
- bayesian methods
- parameter estimation
- evolutionary algorithm
- bayesian approaches
- machine learning
- posterior distribution
- regression model
- error estimation
- sample size
- selection criterion
- mixture model
- model selection criteria
- information criterion
- genetic algorithm
- generalization error
- parameter space
- dimensionality reduction
- bayesian networks
- gaussian process
- generalization bounds
- bayesian inference
- exponential family
- low dimensional
- grid search
- probability distribution
- objective function
- differential evolution
- high dimensional data
- maximum likelihood
- parameter determination