Data-Driven Online Model Selection With Regret Guarantees.
Christoph DannClaudio GentileAldo PacchianoPublished in: AISTATS (2024)
Keyphrases
- model selection
- data driven
- online learning
- cross validation
- hyperparameters
- parameter estimation
- regression model
- bayesian learning
- sample size
- information criterion
- statistical learning
- model selection criteria
- mixture model
- meta learning
- selection criterion
- error estimation
- machine learning
- feature selection
- generalization error
- motion segmentation
- gaussian process
- variable selection
- parameter determination
- automatic model selection
- online convex optimization
- statistical inference
- worst case
- bayesian methods
- image registration
- marginal likelihood
- lower bound