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Support vector classification (SVC) is a classical and well-performed learning method for classification problems. A regularization parameter, which significantly affects the classification performance, has to be chosen and this is usually…

Optimization and Control · Mathematics 2021-10-06 Qingna Li , Zhen Li , Alain Zemkoho

Kernelized Support Vector Machines (SVMs) are among the best performing supervised learning methods. But for optimal predictive performance, time-consuming parameter tuning is crucial, which impedes application. To tackle this problem, the…

Machine Learning · Statistics 2016-02-11 Aydin Demircioglu , Daniel Horn , Tobias Glasmachers , Bernd Bischl , Claus Weihs

Models like LASSO and ridge regression are extensively used in practice due to their interpretability, ease of use, and strong theoretical guarantees. Cross-validation (CV) is widely used for hyperparameter tuning in these models, but do…

Machine Learning · Statistics 2022-11-03 William T. Stephenson , Zachary Frangella , Madeleine Udell , Tamara Broderick

Recent work raises concerns about the use of standard splits to compare natural language processing models. We propose a Bayesian statistical model comparison technique which uses k-fold cross-validation across multiple data sets to…

Computation and Language · Computer Science 2020-10-08 Piotr Szymański , Kyle Gorman

Zero-variance control variates (ZV-CV) are a post-processing method to reduce the variance of Monte Carlo estimators of expectations using the derivatives of the log target. Once the derivatives are available, the only additional…

Computation · Statistics 2022-08-17 Leah F. South , Chris J. Oates , Antonietta Mira , Christopher Drovandi

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

In this article, we rigorously establish the consistency of generalized cross-validation as a parameter-choice rule for solving inverse problems. We prove that the index chosen by leave-one-out GCV achieves a non-asymptotic, order-optimal…

Numerical Analysis · Mathematics 2025-06-18 Tim Jahn , Mikhail Kirilin

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…

Methodology · Statistics 2015-11-12 A. B. Owen , J. Wang

This paper addresses feature subset selection for Support Vector Machines (SVMs) based on the cross-validation criterion. Unlike statistical criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion…

Optimization and Control · Mathematics 2026-05-11 Masaharu Mori , Shunnosuke Ikeda , Ryuta Tamura , Yuichi Takano , Ryuhei Miyashiro

Many clustering methods, including k-means, require the user to specify the number of clusters as an input parameter. A variety of methods have been devised to choose the number of clusters automatically, but they often rely on strong…

Methodology · Statistics 2017-02-10 Wei Fu , Patrick O. Perry

The asymptotic optimality (a.o.) of various hyper-parameter estimators with different optimality criteria has been studied in the literature for regularized least squares regression problems. The estimators include e.g., the maximum…

Statistics Theory · Mathematics 2021-04-28 Biqiang Mu , Tianshi Chen , Lennart Ljung

The estimated accuracy of a classifier is a random quantity with variability. A common practice in supervised machine learning, is thus to test if the estimated accuracy is significantly better than chance level. This method of signal…

Methodology · Statistics 2020-01-28 Jonathan D. Rosenblatt , Yuval Benjamini , Roee Gilron , Roy Mukamel , Jelle J. Goeman

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,…

Machine Learning · Statistics 2015-12-14 Amichai Painsky , 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

Background: Embedded feature selection in high-dimensional data with very small sample sizes requires optimized hyperparameters for the model building process. For this hyperparameter optimization, nested cross-validation must be applied to…

Machine Learning · Computer Science 2022-09-13 Sigrun May , Sven Hartmann , Frank Klawonn

This paper considers the problem of model selection under domain shift. Motivated by principles from distributionally robust optimisation and domain adaptation theory, it is proposed that the training-validation split should maximise the…

Machine Learning · Computer Science 2025-08-19 Andrea Napoli , Paul White

Tool Condition Monitoring (TCM) is vital for maintaining productivity and product quality in machining. This study leverages machine learning to analyze real-time force signals collected from experiments under various tool wear conditions.…

Machine Learning · Computer Science 2026-03-04 Revati M. Wahul , Aditya M. Rahalkar , Om M. Khare , Abhishek D. Patange , Rohan N. Soman

LLMs have low GPU efficiency and high latency due to autoregressive decoding. Speculative decoding (SD) mitigates this using a small draft model to speculatively generate multiple tokens, which are then verified in parallel by a target…

Computation and Language · Computer Science 2026-04-21 Sungkyun Kim , Jaemin Kim , Dogyung Yoon , Jiho Shin , Junyeol Lee , Jiwon Seo

Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…

Optimization and Control · Mathematics 2021-12-13 Chris van der Ploeg , Emilia Silvas , Nathan van de Wouw , Peyman Mohajerin Esfahani

Curriculum learning techniques are a viable solution for improving the accuracy of automatic models, by replacing the traditional random training with an easy-to-hard strategy. However, the standard curriculum methodology does not…

Computer Vision and Pattern Recognition · Computer Science 2020-09-23 Petru Soviany