FIESTA uses bandit algorithms to adaptively decide how many seeds and splits to run for each candidate model, focusing effort on promising ones while providing guarantees on selecting the optimal model.
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FIESTA: Fast IdEntification of State-of-The-Art models using adaptive bandit algorithms
FIESTA uses bandit algorithms to adaptively decide how many seeds and splits to run for each candidate model, focusing effort on promising ones while providing guarantees on selecting the optimal model.