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We consider prediction in multiple studies with potential differences in the relationships between predictors and outcomes. Our objective is to integrate data from multiple studies to develop prediction models for unseen studies. We propose…

Methodology · Statistics 2024-07-23 Boyu Ren , Prasad Patil , Francesca Dominici , Giovanni Parmigiani , Lorenzo Trippa

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

Classification algorithms aim to predict an unknown label (e.g., a quality class) for a new instance (e.g., a product). Therefore, training samples (instances and labels) are used to deduct classification hypotheses. Often, it is relatively…

Machine Learning · Computer Science 2019-01-30 Daniel Kottke , Jim Schellinger , Denis Huseljic , Bernhard Sick

Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of…

Statistics Theory · Mathematics 2011-02-01 Sylvain Arlot , Alain Celisse

Addressing the reproducibility crisis in artificial intelligence through the validation of reported experimental results is a challenging task. It necessitates either the reimplementation of techniques or a meticulous assessment of papers…

Machine Learning · Computer Science 2023-11-14 György Kovács , Attila Fazekas

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

Most software verification tools can be classified into one of a number of established families, each of which has their own focus and strengths. For example, concrete counterexample generation in model checking, invariant inference in…

Logic in Computer Science · Computer Science 2015-06-30 Martin Brain , Saurabh Joshi , Daniel Kroening , Peter Schrammel

Cross-validation (CV) is a common method to tune machine learning methods and can be used for model selection in regression as well. Because of the structured nature of small, traditional experimental designs, the literature has warned…

Applications · Statistics 2025-06-18 Maria L. Weese , Byran J. Smucker , David J. Edwards

Cross-validation is a standard tool for obtaining a honest assessment of the performance of a prediction model. The commonly used version repeatedly splits data, trains the prediction model on the training set, evaluates the model…

Machine Learning · Statistics 2025-10-10 Tianyu Pan , Vincent Z. Yu , Viswanath Devanarayan , Lu Tian

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

Set-valued prediction is a well-known concept in multi-class classification. When a classifier is uncertain about the class label for a test instance, it can predict a set of classes instead of a single class. In this paper, we focus on…

Machine Learning · Computer Science 2022-03-15 Thomas Mortier , Eyke Hüllermeier , Krzysztof Dembczyński , Willem Waegeman

We revisit the problem of ensuring strong test set performance via cross-validation, and propose a nested k-fold cross-validation scheme that selects hyperparameters by minimizing a weighted sum of the usual cross-validation metric and an…

Optimization and Control · Mathematics 2026-02-04 Ryan Cory-Wright , Andrés Gómez

We present a reformulation of the regression and classification, which aims to validate the result of a machine learning algorithm. Our reformulation simplifies the original problem and validates the result of the machine learning algorithm…

Machine Learning · Computer Science 2021-01-19 Wolfgang Fuhl , Yao Rong , Thomas Motz , Michael Scheidt , Andreas Hartel , Andreas Koch , Enkelejda Kasneci

K-fold Cross Validation is commonly used to evaluate classifiers and tune their hyperparameters. However, it assumes that data points are Independent and Identically Distributed (i.i.d.) so that samples used in the training and test sets…

Machine Learning · Computer Science 2019-04-10 Akbar Dehghani , Tristan Glatard , Emad Shihab

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,…

Methodology · Statistics 2019-09-27 Stefan Wager

Classification is a fundamental task in machine learning. While conventional methods-such as binary, multiclass, and multi-label classification-are effective for simpler problems, they may not adequately address the complexities of some…

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…

Machine Learning · Computer Science 2024-02-13 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

In the network literature, a wide range of statistical models has been proposed to exploit structural patterns in the data. Therefore, model selection between different models is a fundamental problem. However, there remains a lack of…

Methodology · Statistics 2025-08-05 Bokai Yang , Yuanxing Chen , Yuhong Yang

For classification models based on neural networks, the maximum predicted class probability is often used as a confidence score. This score rarely predicts well the probability of making a correct prediction and requires a post-processing…

Machine Learning · Computer Science 2024-11-07 Adrien LeCoz , Stéphane Herbin , Faouzi Adjed

Cross-validation (CV) is a popular method for model-selection. Unfortunately, it is not immediately obvious how to apply CV to unsupervised or exploratory contexts. This thesis discusses some extensions of cross-validation to unsupervised…

Methodology · Statistics 2009-09-17 Patrick O. Perry