High Dimensional Restrictive Federated Model Selection with Multi-objective Bayesian Optimization over Shifted Distributions.
Xudong SunAndrea BommertFlorian PfistererJörg RahnenführerMichel LangBernd BischlPublished in: IntelliSys (1) (2019)
Keyphrases
- model selection
- multi objective
- bayesian learning
- optimization algorithm
- high dimensional
- variable selection
- cross validation
- marginal likelihood
- bayesian model selection
- statistical inference
- bayesian methods
- parameter estimation
- hyperparameters
- evolutionary algorithm
- bayesian approaches
- mixture model
- feature selection
- error estimation
- sample size
- selection criterion
- machine learning
- regression model
- generalization error
- dimensionality reduction
- gaussian process
- model selection criteria
- objective function
- gaussian processes
- maximum likelihood
- posterior distribution
- probability distribution
- random variables
- low dimensional
- bayesian networks
- grid search
- parameter determination