Pareto Optimal Model Selection in Linear Bandits.
Yinglun ZhuRobert D. NowakPublished in: AISTATS (2022)
Keyphrases
- model selection
- pareto optimal
- multi objective
- cross validation
- multi objective optimization
- hyperparameters
- parameter estimation
- multiple objectives
- sample size
- nsga ii
- regression model
- bayesian learning
- error estimation
- model selection criteria
- feature selection
- nash equilibrium
- generalization error
- gaussian process
- statistical inference
- machine learning
- optimization algorithm
- selection criterion
- information criterion
- marginal likelihood
- optimal solution
- variable selection
- closed form
- mixture model
- metaheuristic
- mutual information
- lower bound
- regret bounds
- automatic model selection