Related papers: From Theory to Practice: Implementing and Evaluati…

Recently many regularized estimators of large covariance matrices have been proposed, and the tuning parameters in these estimators are usually selected via cross-validation. However, there is no guideline on the number of folds for…

Many modern data analyses benefit from explicitly modeling dependence structure in data -- such as measurements across time or space, ordered words in a sentence, or genes in a genome. A gold standard evaluation technique is structured…

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,…

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…

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…

Cross-validation is a widely-used technique to estimate prediction error, but its behavior is complex and not fully understood. Ideally, one would like to think that cross-validation estimates the prediction error for the model at hand, fit…

Cross-validation (CV) is one of the most popular tools for assessing and selecting predictive models. However, standard CV suffers from high computational cost when the number of folds is large. Recently, under the empirical risk…

This paper studies V-fold cross-validation for model selection in least-squares density estimation. The goal is to provide theoretical grounds for choosing V in order to minimize the least-squares loss of the selected estimator. We first…

Choosing an appropriate strategy for partitioning data into training and evaluation sets is a critical step in machine learning, yet validation methods are often selected using default or conventional settings without considering their…

We generalize fast Gaussian process leave-one-out formulae to multiple-fold cross-validation, highlighting in turn the covariance structure of cross-validation residuals in both Simple and Universal Kriging frameworks. We illustrate how…

Despite ongoing theoretical research on cross-validation (CV), many theoretical questions remain widely open. This motivates our investigation into how properties of algorithm-distribution pairs can affect the choice for the number of folds…

As a technique that can compactly represent complex patterns, machine learning has significant potential for predictive inference. K-fold cross-validation (CV) is the most common approach to ascertaining the likelihood that a machine…

Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…

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.…

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…

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…

In the present paper, we prove a new theorem, resulting in an update formula for linear regression model residuals calculating the exact k-fold cross-validation residuals for any choice of cross-validation strategy without model refitting.…

A common problem machine learning developers are faced with is overfitting, that is, fitting a pipeline too closely to the training data that the performance degrades for unseen data. Automated machine learning aims to free (or at least…

Selecting learning machines such as classifiers is an important task when using AI in the clinic. K-fold crossvalidation is a practical technique that allows simple inference of such machines. However, the recipe generates many models and…

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…