Dynamic Balancing for Model Selection in Bandits and RL.
Ashok CutkoskyChristoph DannAbhimanyu DasClaudio GentileAldo PacchianoManish PurohitPublished in: ICML (2021)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- sample size
- parameter estimation
- statistical learning
- meta learning
- regression model
- model selection criteria
- statistical inference
- selection criterion
- motion segmentation
- error estimation
- machine learning
- mixture model
- reinforcement learning
- feature selection
- bayesian methods
- gaussian process
- generalization bounds
- leave one out cross validation
- parameter determination
- automatic model selection
- generalization error
- variable selection
- training data