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Prior design is one of the most important problems in both statistics and machine learning. The cross validation (CV) and the widely applicable information criterion (WAIC) are predictive measures of the Bayesian estimation, however, it has…

Machine Learning · Computer Science 2015-03-30 Sumio Watanabe

Approximate Leave-One-Out Cross-Validation (ALO-CV) is a method that has been proposed to estimate the generalization error of a regularized estimator in the high-dimensional regime where dimension and sample size are of the same order, the…

Statistics Theory · Mathematics 2026-02-13 Pierre C Bellec

In this article, we derive concentration inequalities for the cross-validation estimate of the generalization error for stable predictors in the context of risk assessment. The notion of stability has been first introduced by \cite{DEWA79}…

Machine Learning · Statistics 2010-11-24 Matthieu Cornec

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

Computation · Statistics 2025-08-08 David Kepplinger , Siqi Wei

In the problem of selecting variables in a multivariate linear regression model, we derive new Bayesian information criteria based on a prior mixing a smooth distribution and a delta distribution. Each of them can be interpreted as a fusion…

Statistics Theory · Mathematics 2022-09-29 Haruki Kono , Tatsuya Kubokawa

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

We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by $n$-fold cross-validation (CV). The out-of-sample prediction loss of such estimators converges in distribution to the squared-error…

Statistics Theory · Mathematics 2026-03-24 Karun Adusumilli , Maximilian Kasy , Ashia Wilson

A natural method for approximating out-of-sample predictive evaluation is leave-one-out cross-validation (LOOCV) --- we alternately hold out each case from a full data set and then train a Bayesian model using Markov chain Monte Carlo…

Methodology · Statistics 2017-04-28 Longhai Li , Shi Qiu , Bei Zhang , Cindy X. Feng

We consider the parametric learning problem, where the objective of the learner is determined by a parametric loss function. Employing empirical risk minimization with possibly regularization, the inferred parameter vector will be biased…

Machine Learning · Statistics 2017-11-16 Ahmad Beirami , Meisam Razaviyayn , Shahin Shahrampour , Vahid Tarokh

Many modern data analyses benefit from explicitly modeling dependence structure in data -- such as measurements across time or space, ordered words in a sentence, or genes in a genome. A gold standard evaluation technique is structured…

Machine Learning · Statistics 2020-12-02 Soumya Ghosh , William T. Stephenson , Tin D. Nguyen , Sameer K. Deshpande , Tamara Broderick

Cross validation is a central tool in evaluating the performance of machine learning and statistical models. However, despite its ubiquitous role, its theoretical properties are still not well understood. We study the asymptotic properties…

Statistics Theory · Mathematics 2020-06-30 Morgane Austern , Wenda Zhou

Leave-one-out cross-validation (LOOCV) can be particularly accurate among cross-validation (CV) variants for machine learning assessment tasks -- e.g., assessing methods' error or variability. But it is expensive to re-fit a model $N$ times…

Machine Learning · Statistics 2020-06-24 William T. Stephenson , Tamara Broderick

In the information-based paradigm of inference, model selection is performed by selecting the candidate model with the best estimated predictive performance. The success of this approach depends on the accuracy of the estimate of the…

Machine Learning · Statistics 2018-06-11 Colin H. LaMont , Paul A. Wiggins

K-fold cross-validation (CV) with squared error loss is widely used for evaluating predictive models, especially when strong distributional assumptions cannot be taken. However, CV with squared error loss is not free from distributional…

Methodology · Statistics 2021-08-10 Assaf Rabinowicz , Saharon Rosset

Conformal risk control (CRC) is a recently proposed technique that applies post-hoc to a conventional point predictor to provide calibration guarantees. Generalizing conformal prediction (CP), with CRC, calibration is ensured for a set…

Machine Learning · Computer Science 2024-05-02 Kfir M. Cohen , Sangwoo Park , Osvaldo Simeone , Shlomo Shamai

Non-concave penalized maximum likelihood methods, such as the Bridge, the SCAD, and the MCP, are widely used because they not only do parameter estimation and variable selection simultaneously but also have a high efficiency as compared to…

Methodology · Statistics 2015-12-31 Yuta Umezu , Yusuke Shimizu , Hiroki Masuda , Yoshiyuki Ninomiya

Many versions of cross-validation (CV) exist in the literature; and each version though has different variants. All are used interchangeably by many practitioners; yet, without explanation to the connection or difference among them. This…

Machine Learning · Statistics 2022-05-31 Waleed A. Yousef

Recently several more efficient versions of quantum state tomography have been proposed, with the purpose of making tomography feasible even for many-qubit states. The number of state parameters to be estimated is reduced by tentatively…

Quantum Physics · Physics 2015-05-27 J. O. S. Yin , S. J. van Enk

Choosing models from a hypothesis space is a frequent task in approximation theory and inverse problems. Cross-validation is a classical tool in the learner's repertoire to compare the goodness of fit for different reconstruction models.…

Numerical Analysis · Mathematics 2022-02-24 Felix Bartel , Ralf Hielscher

For propensity score analysis and sparse estimation, we develop an information criterion for determining the regularization parameters needed in variable selection. First, for Gaussian distribution-based causal inference models, we extend…

Methodology · Statistics 2022-04-22 Yoshiyuki Ninomiya