Related papers: Approximate Cross-Validation for Structured Models
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…
We introduce a novel procedure for obtaining cross-validated predictive estimates for Bayesian hierarchical regression models (BHRMs). Bayesian hierarchical models are popular for their ability to model complex dependence structures and…
For linear models that may have asymmetric errors, we study variable selection by cross-validation. The data are split into training and validation sets, with the number of observations in the validation set much larger than in the training…
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,…
Cross-validation (CV) is often used to select the regularization parameter in high dimensional problems. However, when applied to the sparse modeling method Lasso, CV leads to models that are unstable in high-dimensions, and consequently…
Reliable estimation of predictive performance is essential for spatial environmental modeling, where machine-learning models are used to generate maps from unevenly distributed observations. Standard cross-validation (CV) assumes that…
One of the common goals of time series analysis is to use the observed series to inform predictions for future observations. In the absence of any actual new data to predict, cross-validation can be used to estimate a model's future…
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…
Mutation validation (MV) is a recently proposed approach for model selection, garnering significant interest due to its unique characteristics and potential benefits compared to the widely used cross-validation (CV) method. In this study,…
Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which…
This paper presents the first general (supervised) statistical learning framework for point processes in general spaces. Our approach is based on the combination of two new concepts, which we define in the paper: i) bivariate innovations,…
Bayesian cross-validation (CV) is a popular method for predictive model assessment that is simple to implement and broadly applicable. A wide range of CV schemes is available for time series applications, including generic leave-one-out…
This paper introduces e-fold cross-validation, an energy-efficient alternative to k-fold cross-validation. It dynamically adjusts the number of folds based on a stopping criterion. The criterion checks after each fold whether the standard…
Model selection is a crucial issue in machine-learning and a wide variety of penalisation methods (with possibly data dependent complexity penalties) have recently been introduced for this purpose. However their empirical performance is…
Standard techniques such as leave-one-out cross-validation (LOOCV) might not be suitable for evaluating the predictive performance of models incorporating structured random effects. In such cases, the correlation between the training and…
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.…
Generalized cross-validation (GCV) is a widely-used method for estimating the squared out-of-sample prediction risk that employs a scalar degrees of freedom adjustment (in a multiplicative sense) to the squared training error. In this…
This paper investigates the efficiency of the K-fold cross-validation (CV) procedure and a debiased version thereof as a means of estimating the generalization risk of a learning algorithm. We work under the general assumption of uniform…
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…
Cross-validation plays a fundamental role in Machine Learning, enabling robust evaluation of model performance and preventing overestimation on training and validation data. However, one of its drawbacks is the potential to create data…