Model Selection in Contextual Stochastic Bandit Problems.
Aldo PacchianoMy PhanYasin Abbasi-YadkoriAnup RaoJulian ZimmertTor LattimoreCsaba SzepesváriPublished in: NeurIPS (2020)
Keyphrases
- model selection
- bandit problems
- multi armed bandits
- cross validation
- decision problems
- hyperparameters
- parameter estimation
- bayesian learning
- regression model
- machine learning
- sample size
- mixture model
- generalization error
- error estimation
- statistical inference
- model selection criteria
- multi armed bandit problems
- gaussian process
- monte carlo
- feature selection
- variable selection
- selection criterion
- marginal likelihood
- influence diagrams
- expected utility
- information criterion
- graphical models
- probabilistic model
- bayesian methods
- bayesian information criterion
- bayesian model selection
- learning algorithm