Variable Selection Via Thompson Sampling

DOI10.1080/01621459.2021.1928514zbMath1514.68256arXiv2007.00187OpenAlexW3161370561MaRDI QIDQ6107208

Yi Liu, Veronika Rockova

Publication date: 3 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.00187

zbMATH Keywords

BARTvariable selectionspike-and-slabThompson samplinginterpretable machine learningcombinatorial bandits

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Learning and adaptive systems in artificial intelligence (68T05)

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