Related papers: Cross-validation improved by aggregation: Agghoo

Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…

Many varieties of cross validation would be statistically appealing for the estimation of smoothing and other penalized regression hyperparameters, were it not for the high cost of evaluating such criteria. Here it is shown how to…

Ensembles of artificial neural networks show improved generalization capabilities that outperform those of single networks. However, for aggregation to be effective, the individual networks must be as accurate and diverse as possible. An…

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…

Ensemble methods such as bagging and random forests are ubiquitous in various fields, from finance to genomics. Despite their prevalence, the question of the efficient tuning of ensemble parameters has received relatively little attention.…

Momentum first-order optimization methods are the workhorses in various optimization tasks, e.g., in the training of deep neural networks. Recently, Lucas et al. (2019) proposed a method called Aggregated Heavy-Ball (AggHB) that uses…

In this paper, we introduce a new learning strategy based on a seminal idea of Mojirsheibani (1999, 2000, 2002a, 2002b), who proposed a smart method for combining several classifiers, relying on a consensus notion. In many aggregation…

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…

Rank aggregation aims to combine the preference rankings of a number of alternatives from different voters into a single consensus ranking. As a useful model for a variety of practical applications, however, it is a computationally…

Generative auto-bidding has demonstrated strong performance in online advertising, yet it often suffers from data scarcity in small-scale settings with limited advertiser participation. While cross-task data sharing is a natural remedy to…

A multilingual collection may contain useful knowledge in other languages to supplement and correct the facts in the original language for Retrieval-Augmented Generation (RAG). However, the vanilla approach that simply concatenates multiple…

Multi-hop question answering (QA) is widely used to evaluate the reasoning capabilities of large language models, yet most benchmarks focus on final answer correctness and overlook intermediate reasoning, especially in long multimodal…

Certifying whether an arbitrary quantum system is entangled or not, is, in general, an NP-hard problem. Though various necessary and sufficient conditions have already been explored in this regard for lower dimensional systems, it is hard…

Calibration is a widely used method in survey sampling to adjust weights so that estimated totals of some chosen calibration variables match known population totals or totals obtained from other sources. When a large number of auxiliary…

Despite numerous years of research into the merits and trade-offs of various model selection criteria, obtaining robust results that elucidate the behavior of cross-validation remains a challenging endeavor. In this paper, we highlight the…

Model averaging is an important alternative to model selection with attractive prediction accuracy. However, its application to high-dimensional data remains under-explored. We propose a high-dimensional model averaging method via…

Cross-validation is the standard approach for tuning parameter selection in many non-parametric regression problems. However its use is less common in change-point regression, perhaps as its prediction error-based criterion may appear to…

Recursive partitioning approaches producing tree-like models are a long standing staple of predictive modeling, in the last decade mostly as ``sub-learners'' within state of the art ensemble methods like Boosting and Random Forest. However,…

We study the mean-squared error of $k$-fold cross-validation as a risk estimator, with particular emphasis on how its accuracy depends on the number of folds $k$. Despite the widespread use of cross-validation, principled guidance for…

In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for…