Prescriptive selection of machine learning hyperparameters with applications in power markets: Retailer's optimal trading.
Alberto CorrederaCarlos RuizPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- hyperparameters
- machine learning
- model selection
- closed form
- electricity markets
- cross validation
- electronic commerce
- support vector
- supply chain
- random sampling
- bayesian inference
- trading strategies
- trading systems
- financial markets
- incremental learning
- bayesian framework
- optimal solution
- gaussian process
- incomplete data
- data mining
- decision trees
- prior information
- noise level
- feature selection
- learning algorithm
- gaussian processes
- maximum a posteriori
- image reconstruction
- em algorithm
- maximum likelihood
- supervised learning
- data analysis