Parameter-free online learning via model selection.
Dylan J. FosterSatyen KaleMehryar MohriKarthik SridharanPublished in: CoRR (2018)
Keyphrases
- model selection
- parameter free
- online learning
- cross validation
- categorical data
- bayesian learning
- regression model
- hyperparameters
- outlier detection
- mixture model
- parameter estimation
- sample size
- e learning
- error estimation
- variable selection
- generalization error
- machine learning
- marginal likelihood
- statistical inference
- selection criterion
- fully automatic
- bayesian methods
- gaussian process
- feature selection
- model selection criteria
- databases
- parameter determination
- information criterion
- data analysis
- real world