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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

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…

Methodology · Statistics 2025-11-06 Simon N. Wood

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

While many statistical models and methods are now available for network analysis, resampling network data remains a challenging problem. Cross-validation is a useful general tool for model selection and parameter tuning, but is not directly…

Methodology · Statistics 2020-05-04 Tianxi Li , Elizaveta Levina , Ji Zhu

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

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

The proposed feature selection method builds a histogram of the most stable features from random subsets of a training set and ranks the features based on a classifier based cross-validation. This approach reduces the instability of…

Artificial Intelligence · Computer Science 2012-02-07 Alex Pappachen James , Akshay Maan

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

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

In this paper, we develop an implementation of cross-validation for penalized linear mixed models. While these models have been proposed for correlated high-dimensional data, the current literature implicitly assumes that tuning parameter…

Methodology · Statistics 2025-03-19 Tabitha K. Peter , Patrick J. Breheny

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

The adaptive lasso refers to a class of methods that use weighted versions of the $L_1$-norm penalty, with weights derived from an initial estimate of the parameter vector to be estimated. Irrespective of the method chosen to compute this…

Methodology · Statistics 2021-07-16 Ballout Nadim , Etievant Lola , Viallon Vivian

It is crucial to assess the predictive performance of a model to establish its practicality and relevance in real-world scenarios, particularly for high-dimensional data analysis. Among data splitting or resampling methods, cross-validation…

Methodology · Statistics 2025-11-26 Iris Ivy Gauran , Hernando Ombao , Zhaoxia Yu

K-fold cross-validation is a widely used tool for assessing classifier performance. The reproducibility crisis faced by artificial intelligence partly results from the irreproducibility of reported k-fold cross-validation-based performance…

Machine Learning · Computer Science 2024-01-26 Attila Fazekas , Gyorgy Kovacs

Classification is one of the most important tasks in Machine Learning (ML) and with recent advancements in artificial intelligence (AI) it is important to find efficient ways to implement it. Generally, the choice of classification…

Machine Learning · Computer Science 2023-12-27 Anuja Dixit , Shreya Byreddy , Guanqun Song , Ting Zhu

Cross-validation is frequently used for model selection in a variety of applications. However, it is difficult to apply cross-validation to mixed effects models (including nonlinear mixed effects models or NLME models) due to the fact that…

Methodology · Statistics 2013-05-24 Emily Colby , Eric Bair

Cross-Validation (CV), and out-of-sample performance-estimation protocols in general, are often employed both for (a) selecting the optimal combination of algorithms and values of hyper-parameters (called a configuration) for producing the…

Machine Learning · Computer Science 2017-08-28 Ioannis Tsamardinos , Elissavet Greasidou , Michalis Tsagris , Giorgos Borboudakis

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

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

State-of-the-art automated machine learning systems for tabular data often employ cross-validation; ensuring that measured performances generalize to unseen data, or that subsequent ensembling does not overfit. However, using k-fold…

Machine Learning · Computer Science 2024-08-05 Edward Bergman , Lennart Purucker , Frank Hutter