Design-based individual prediction
Machine Learning
2023-01-24 v1 Machine Learning
Abstract
A design-based individual prediction approach is developed based on the expected cross-validation results, given the sampling design and the sample-splitting design for cross-validation. Whether the predictor is selected from an ensemble of models or a weighted average of them, valid inference of the unobserved prediction errors is defined and obtained with respect to the sampling design, while outcomes and features are treated as constants.
Cite
@article{arxiv.2301.09117,
title = {Design-based individual prediction},
author = {Li-Chun Zhang and Danhyang Lee},
journal= {arXiv preprint arXiv:2301.09117},
year = {2023}
}