The Pareto Frontier of model selection for general Contextual Bandits.
Teodor Vanislavov MarinovJulian ZimmertPublished in: NeurIPS (2021)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- model selection criteria
- sample size
- bayesian learning
- variable selection
- statistical inference
- regression model
- mixture model
- information criterion
- generalization error
- selection criterion
- error estimation
- parameter determination
- machine learning
- feature selection
- selection criteria
- automatic model selection
- probabilistic model
- genetic algorithm