Near Instance Optimal Model Selection for Pure Exploration Linear Bandits.
Yinglun ZhuJulian Katz-SamuelsRobert D. NowakPublished in: AISTATS (2022)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- bayesian learning
- regression model
- mixture model
- feature selection
- bayesian model selection
- sample size
- meta learning
- machine learning
- statistical learning
- error estimation
- statistical inference
- variable selection
- generalization error
- worst case
- selection criterion
- information criterion
- bayesian methods
- regret bounds
- leave one out cross validation
- model selection criteria
- automatic model selection
- gaussian process
- least squares
- independent component analysis
- optimal solution
- marginal likelihood
- similarity measure