Anytime Model Selection in Linear Bandits.
Parnian KassraieNicolas EmmeneggerAndreas KrauseAldo PacchianoPublished in: NeurIPS (2023)
Keyphrases
- model selection
- cross validation
- hyperparameters
- regression model
- bayesian learning
- sample size
- meta learning
- feature selection
- mixture model
- motion segmentation
- machine learning
- model selection criteria
- gaussian process
- statistical learning
- selection criterion
- statistical inference
- parameter estimation
- bayesian information criterion
- variable selection
- error estimation
- leave one out cross validation
- automatic model selection
- posterior distribution
- random sampling
- generalization error
- support vector
- similarity measure
- marginal likelihood
- data sets