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Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making process itself can inadvertently introduce non-negligible…

Methodology · Statistics 2024-08-08 Yann McLatchie , Aki Vehtari

Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner. To…

Optimization and Control · Mathematics 2026-02-13 Ryan Cory-Wright , Andrés Gómez

For linear models that may have asymmetric errors, we study variable selection by cross-validation. The data are split into training and validation sets, with the number of observations in the validation set much larger than in the training…

Methodology · Statistics 2026-01-16 Bilel Bousselmi , Gabriela Ciuperca

Many decisions in healthcare, business, and other policy domains are made without the support of rigorous evidence due to the cost and complexity of performing randomized experiments. Using observational data to answer causal questions is…

Machine Learning · Statistics 2017-11-02 Alejandro Schuler , Ken Jung , Robert Tibshirani , Trevor Hastie , Nigam Shah

It is well known that correlations in microarray data represent a serious nuisance deteriorating the performance of gene selection procedures. This paper is intended to demonstrate that the correlation structure of microarray data provides…

Applications · Statistics 2007-12-18 Lev Klebanov , Andrei Yakovlev

As the main workhorse for model selection, Cross Validation (CV) has achieved an empirical success due to its simplicity and intuitiveness. However, despite its ubiquitous role, CV often falls into the following notorious dilemmas. On the…

Machine Learning · Computer Science 2020-12-29 Weikai Li , Chuanxing Geng , Songcan Chen

Cross-validation plays a fundamental role in Machine Learning, enabling robust evaluation of model performance and preventing overestimation on training and validation data. However, one of its drawbacks is the potential to create data…

Machine Learning · Computer Science 2025-08-28 Afonso Martini Spezia , Thomas Fontanari , Mariana Recamonde-Mendoza

DNA microarray gene-expression data has been widely used to identify cancerous gene signatures. Microarray can increase the accuracy of cancer diagnosis and prognosis. However, analyzing the large amount of gene expression data from…

Neural and Evolutionary Computing · Computer Science 2024-11-21 Maryam Eshraghi Evari , Md Nasir Sulaiman , Amir Rajabi Behjat

Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regression) or selecting a smoothing parameter (e.g., bandwidth for…

Statistics Theory · Mathematics 2008-12-18 Yuhong Yang

Cross-validation is a widely used technique for evaluating the performance of prediction models, ranging from simple binary classification to complex precision medicine strategies. It helps correct for optimism bias in error estimates,…

For many classification and regression problems, a large number of features are available for possible use - this is typical of DNA microarray data on gene expression, for example. Often, for computational or other reasons, only a small…

Statistics Theory · Mathematics 2007-06-13 Longhai Li , Jianguo Zhang , Radford M. Neal

Cross-validation is a common method for estimating the predictive performance of machine learning models. In a data-scarce regime, where one typically wishes to maximize the number of instances used for training the model, an approach…

Methodology · Statistics 2025-03-25 George I. Austin , Itsik Pe'er , Tal Korem

Microarray data are often used to determine which genes are differentially expressed between groups, for example, between treatment and control groups. There are methods of determining which genes have a high probability of differential…

Quantitative Methods · Quantitative Biology 2007-05-23 David R. Bickel

Gene expression analysis aims at identifying the genes able to accurately predict biological parameters like, for example, disease subtyping or progression. While accurate prediction can be achieved by means of many different techniques,…

Methodology · Statistics 2008-09-11 Christine De Mol , Sofia Mosci , Magali Traskine , Alessandro Verri

Microarray is one of the essential technologies used by the biologist to measure genome-wide expression levels of genes in a particular organism under some particular conditions or stimuli. As microarrays technologies have become more…

Artificial Intelligence · Computer Science 2020-05-05 Khalid Raza

The problem of validating or criticising models for georeferenced data is challenging, since the conclusions can vary significantly depending on the locations of the validation set. This work proposes the use of cross-validation techniques…

Computation · Statistics 2018-02-19 Viviana G R Lobo , Thaís C O da Fonseca , Fernando A S Moura

Cross-validation assesses the predictive ability of a model, allowing one to rank models accordingly. Although the nonparametric bootstrap is almost always used to assess the variability of a parameter, it can be used as the basis for…

Applications · Statistics 2019-09-30 James Stephens Cavenaugh

When performing supervised learning with the model selected using validation error from sample splitting and cross validation, the minimum value of the validation error can be biased downward. We propose two simple methods that use the…

Methodology · Statistics 2018-02-13 Leying Guan

Cross-validation is a useful and generally applicable technique often employed in machine learning, including decision tree induction. An important disadvantage of straightforward implementation of the technique is its computational…

Machine Learning · Computer Science 2007-05-23 Hendrik Blockeel , Jan Struyf

Cross-validation (CV) is a common method to tune machine learning methods and can be used for model selection in regression as well. Because of the structured nature of small, traditional experimental designs, the literature has warned…

Applications · Statistics 2025-06-18 Maria L. Weese , Byran J. Smucker , David J. Edwards