Best of many worlds: Robust model selection for online supervised learning.
Vidya MuthukumarMitas RayAnant SahaiPeter L. BartlettPublished in: CoRR (2018)
Keyphrases
- model selection
- supervised learning
- generalization error
- statistical learning
- unsupervised learning
- cross validation
- hyperparameters
- model selection criteria
- machine learning
- sample size
- error estimation
- parameter estimation
- learning machines
- bayesian learning
- regression model
- selection criterion
- variable selection
- feature selection
- mixture model
- motion segmentation
- gaussian process
- meta learning
- automatic model selection
- information criterion
- reinforcement learning
- active learning
- statistical inference
- training data
- marginal likelihood
- data sets
- support vector
- generative model
- parameter determination
- bayesian model selection