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