Revisiting Bellman Errors for Offline Model Selection.
Joshua P. ZitovskyDaniel de MarchiRishabh AgarwalMichael R. KosorokPublished in: CoRR (2023)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- regression model
- parameter estimation
- sample size
- model selection criteria
- selection criterion
- error estimation
- meta learning
- statistical learning
- machine learning
- gaussian process
- variable selection
- motion segmentation
- generalization error
- information criterion
- statistical inference
- marginal likelihood
- feature selection
- mixture model
- bayesian methods
- kernel matrix
- bayesian information criterion
- leave one out cross validation
- feature space
- parameter determination