Problem-Complexity Adaptive Model Selection for Stochastic Linear Bandits.
Avishek GhoshAbishek SankararamanKannan RamchandranPublished in: CoRR (2020)
Keyphrases
- model selection
- cross validation
- bayesian learning
- hyperparameters
- regression model
- stochastic systems
- statistical learning
- sample size
- model selection criteria
- information criterion
- statistical inference
- variable selection
- mixture model
- meta learning
- parameter estimation
- gaussian process
- regret bounds
- parameter determination
- error estimation
- motion segmentation
- worst case
- feature selection
- machine learning
- selection criterion
- leave one out cross validation
- bayesian information criterion
- data mining