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