Rapidly Mixing Multiple-try Metropolis Algorithms for Model Selection Problems.
Hyunwoong ChangChangwoo J. LeeZhao Tang LuoHuiyan SangQuan ZhouPublished in: NeurIPS (2022)
Keyphrases
- model selection
- cross validation
- bayesian learning
- statistical inference
- sample size
- regression model
- bayesian methods
- hyperparameters
- statistical learning
- model selection criteria
- learning algorithm
- error estimation
- generalization bounds
- variable selection
- generalization error
- mixture model
- meta learning
- latent variables
- simulated annealing
- objective function
- grid search
- feature selection