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Hoeffding Races
A nice and simple model selection method from 30 years ago :)
https://papers.nips.cc/paper/1993/file/02a32ad2669e6fe298e607fe7cc0e1a0-Paper.pdf
A nice and simple model selection method from 30 years ago :)
https://papers.nips.cc/paper/1993/file/02a32ad2669e6fe298e607fe7cc0e1a0-Paper.pdf