Optimal Model Selection in Contextual Bandits with Many Classes via Offline Oracles.
Sanath Kumar KrishnamurthySusan AtheyPublished in: CoRR (2021)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- mixture model
- sample size
- statistical inference
- statistical learning
- machine learning
- bayesian learning
- model selection criteria
- selection criterion
- bayesian model selection
- meta learning
- information criterion
- error estimation
- parameter determination
- feature selection
- generalization error
- motion segmentation
- regression model
- bayesian information criterion
- worst case
- variable selection
- leave one out cross validation
- automatic model selection
- learning theory
- generalization bounds
- posterior probability
- active learning