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Related papers: Cross-Validation for Unsupervised Learning

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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

Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…

Methodology · Statistics 2017-12-25 Jing Lei

Cross-validation (CV) is a technique for evaluating the ability of statistical models/learning systems based on a given data set. Despite its wide applicability, the rather heavy computational cost can prevent its use as the system size…

Machine Learning · Statistics 2016-10-26 Yoshiyuki Kabashima , Tomoyuki Obuchi , Makoto Uemura

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 is a popular non-parametric method for evaluating the accuracy of a predictive rule. The usefulness of cross-validation depends on the task we want to employ it for. In this note, I discuss a simple non-parametric setting,…

Methodology · Statistics 2019-09-27 Stefan Wager

Cross-validation (CV) methods are popular for selecting the tuning parameter in the high-dimensional variable selection problem. We show the mis-alignment of the CV is one possible reason of its over-selection behavior. To fix this issue,…

Methodology · Statistics 2018-01-17 Yang Feng , Yi Yu

Cross-validation (CV) is one of the main tools for performance estimation and parameter tuning in machine learning. The general recipe for computing CV estimate is to run a learning algorithm separately for each CV fold, a computationally…

Machine Learning · Statistics 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

Common cross-validation (CV) methods like k-fold cross-validation or Monte-Carlo cross-validation estimate the predictive performance of a learner by repeatedly training it on a large portion of the given data and testing on the remaining…

Machine Learning · Computer Science 2021-11-30 Felix Mohr , Jan N. van Rijn

As a technique that can compactly represent complex patterns, machine learning has significant potential for predictive inference. K-fold cross-validation (CV) is the most common approach to ascertaining the likelihood that a machine…

Machine Learning · Statistics 2026-04-24 Juan M Gorriz , R. Martin Clemente , F Segovia , J Ramirez , A Ortiz , J. Suckling

We present a methodology for model evaluation and selection where the sampling mechanism violates the i.i.d. assumption. Our methodology involves a formulation of the bias between the standard Cross-Validation (CV) estimator and the mean…

Methodology · Statistics 2025-03-14 Oren Yuval , Saharon Rosset

Cross-validation can be used to measure a model's predictive accuracy for the purpose of model comparison, averaging, or selection. Standard leave-one-out cross-validation (LOO-CV) requires that the observation model can be factorized into…

Methodology · Statistics 2021-06-21 Paul-Christian Bürkner , Jonah Gabry , Aki Vehtari

Hyperparameter tuning plays a crucial role in optimizing the performance of predictive learners. Cross--validation (CV) is a widely adopted technique for estimating the error of different hyperparameter settings. Repeated cross-validation…

Machine Learning · Computer Science 2023-08-01 Giovanni Maria Merola

We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…

Machine Learning · Computer Science 2024-12-23 Matej Cief , Branislav Kveton , Michal Kompan

Cross-validation (CV) is widely used for tuning a model with respect to user-selected parameters and for selecting a "best" model. For example, the method of $k$-nearest neighbors requires the user to choose $k$, the number of neighbors,…

Applications · Statistics 2012-03-01 Hui Shen , William J. Welch , Jacqueline M. Hughes-Oliver

Cross-validation (CV) is a popular approach for assessing and selecting predictive models. However, when the number of folds is large, CV suffers from a need to repeatedly refit a learning procedure on a large number of training datasets.…

Machine Learning · Statistics 2020-06-12 Ashia Wilson , Maximilian Kasy , Lester Mackey

Cross-Validation (CV) is the default choice for evaluating the performance of machine learning models. Despite its wide usage, their statistical benefits have remained half-understood, especially in challenging nonparametric regimes. In…

Statistics Theory · Mathematics 2024-08-22 Garud Iyengar , Henry Lam , Tianyu Wang

K-fold cross validation (CV) is a popular method for estimating the true performance of machine learning models, allowing model selection and parameter tuning. However, the very process of CV requires random partitioning of the data and so…

Computation and Language · Computer Science 2018-06-20 Henry B. Moss , David S. Leslie , Paul Rayson

Cross-validation is a widely-used technique to estimate prediction error, but its behavior is complex and not fully understood. Ideally, one would like to think that cross-validation estimates the prediction error for the model at hand, fit…

Methodology · Statistics 2024-03-12 Stephen Bates , Trevor Hastie , Robert Tibshirani

Cross-validation is the de facto standard for predictive model evaluation and selection. In proper use, it provides an unbiased estimate of a model's predictive performance. However, data sets often undergo various forms of data-dependent…

Methodology · Statistics 2023-01-18 Amit Moscovich , Saharon Rosset

Randomized artificial neural networks such as extreme learning machines provide an attractive and efficient method for supervised learning under limited computing ressources and green machine learning. This especially applies when equipping…

Machine Learning · Statistics 2022-01-02 Ansgar Steland , Bart E. Pieters
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