Open Problem: Model Selection for Contextual Bandits.
Dylan J. FosterAkshay KrishnamurthyHaipeng LuoPublished in: CoRR (2020)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- sample size
- bayesian learning
- regression model
- mixture model
- statistical learning
- machine learning
- gaussian process
- generalization error
- feature selection
- meta learning
- statistical inference
- model selection criteria
- error estimation
- marginal likelihood
- variable selection
- information criterion
- motion segmentation
- selection criterion
- bayesian model selection
- bayesian information criterion
- generalization bounds
- learning algorithm