Policy Trees for Prediction: Interpretable and Adaptive Model Selection for Machine Learning.

Dimitris Bertsimas Matthew Peroni

Published in: CoRR (2024)

Keyphrases

model selection
machine learning
cross validation
parameter estimation
statistical learning
regression model
sample size
hyperparameters

decision trees
statistical inference
bayesian learning
selection criterion
gaussian process
mixture model
covariate shift

feature selection
meta learning
error estimation
variable selection
generalization error
unsupervised learning
marginal likelihood

learning algorithm
bayesian methods
inductive learning
machine learning algorithms
information criterion
posterior distribution
probabilistic model