Anytime Model Selection in Linear Bandits.
Parnian KassraieAldo PacchianoNicolas EmmeneggerAndreas KrausePublished in: CoRR (2023)
Keyphrases
- model selection
- cross validation
- hyperparameters
- error estimation
- parameter estimation
- mixture model
- regression model
- bayesian learning
- meta learning
- generalization error
- sample size
- machine learning
- information criterion
- variable selection
- motion segmentation
- model selection criteria
- gaussian process
- feature selection
- selection criterion
- leave one out cross validation
- marginal likelihood
- statistical learning
- bayesian model selection
- automatic model selection
- bayesian methods
- statistical inference
- closed form
- bayesian information criterion
- generative model
- mutual information
- active learning
- prior knowledge
- parameter determination