Towards Costless Model Selection in Contextual Bandits: A Bias-Variance Perspective.
Sanath Kumar KrishnamurthyAdrienne M. ProppSusan AtheyPublished in: AISTATS (2024)
Keyphrases
- model selection
- bias variance
- trade off
- cross validation
- regression model
- hyperparameters
- bayesian learning
- sample size
- statistical inference
- mixture model
- parameter estimation
- bias variance decomposition
- model selection criteria
- machine learning
- meta learning
- generalization error
- low variance
- selection criterion
- feature selection
- unsupervised learning
- parameter determination
- marginal likelihood
- error estimation
- variable selection
- gaussian process
- information criterion
- bayesian information criterion
- support vector