Universal and data-adaptive algorithms for model selection in linear contextual bandits.

Vidya Muthukumar Akshay Krishnamurthy

Published in: CoRR (2021)

Keyphrases

model selection
data sets
adaptive algorithms
regression model
bayesian methods
training data
probability distribution
parameter estimation
sample size
non stationary
multivariate regression
statistical inference
cross validation
missing data
denoising
support vector machine
feature selection
learning algorithm