Online Model Selection: a Rested Bandit Formulation.
Leonardo CellaClaudio GentileMassimiliano PontilPublished in: CoRR (2020)
Keyphrases
- model selection
- cross validation
- parameter estimation
- regression model
- hyperparameters
- bayesian learning
- model selection criteria
- online learning
- sample size
- meta learning
- mixture model
- motion segmentation
- error estimation
- machine learning
- gaussian process
- statistical inference
- statistical learning
- bayesian methods
- generalization error
- random sampling
- information criterion
- selection criterion
- automatic model selection
- generalization bounds
- variable selection
- feature selection
- bayesian information criterion
- bayesian framework
- prior knowledge