Pareto Optimal Model Selection in Linear Bandits.
Yinglun ZhuRobert D. NowakPublished in: CoRR (2021)
Keyphrases
- model selection
- pareto optimal
- multi objective
- cross validation
- hyperparameters
- multi objective optimization
- parameter estimation
- multiple objectives
- regression model
- generalization error
- sample size
- bayesian learning
- machine learning
- model selection criteria
- nsga ii
- mixture model
- statistical inference
- gaussian process
- nash equilibrium
- selection criterion
- feature selection
- variable selection
- evolutionary algorithm
- error estimation
- bayesian information criterion
- automatic model selection
- closed form
- optimization algorithm
- information criterion
- marginal likelihood
- game theory
- least squares