In Search of Insights, Not Magic Bullets: Towards Demystification of the Model Selection Dilemma in Heterogeneous Treatment Effect Estimation.
Alicia CurthMihaela van der SchaarPublished in: CoRR (2023)
Keyphrases
- model selection
- parameter estimation
- cross validation
- error estimation
- hyperparameters
- selection criterion
- bayesian learning
- statistical learning
- mixture model
- statistical inference
- sample size
- feature selection
- regression model
- variable selection
- meta learning
- generalization error
- model selection criteria
- density estimation
- information criterion
- gaussian process
- leave one out cross validation
- marginal likelihood
- automatic model selection
- bayesian methods
- bayesian information criterion
- motion segmentation
- mutual information
- parameter determination
- least squares
- active learning