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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…

Methodology · Statistics 2024-02-13 Florian Pein , Rajen D. Shah

In this paper, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation method for selecting the penalty parameter. The methodology is extended to other penalties, such as Elastic…

Methodology · Statistics 2013-09-10 Yi Yu , Yang Feng

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

In a regression task, a function is learned from labeled data to predict the labels at new data points. The goal is to achieve small prediction errors. In symbolic regression, the goal is more ambitious, namely, to learn an interpretable…

Machine Learning · Computer Science 2025-06-25 Paul Kahlmeyer , Joachim Giesen , Michael Habeck , Henrik Voigt

Symbolic Regression (SR) searches for mathematical expressions which best describe numerical datasets. This allows to circumvent interpretation issues inherent to artificial neural networks, but SR algorithms are often computationally…

Machine Learning · Computer Science 2025-01-06 Florian Lalande , Yoshitomo Matsubara , Naoya Chiba , Tatsunori Taniai , Ryo Igarashi , Yoshitaka Ushiku

Symbolic regression is the task of identifying a mathematical expression that best fits a provided dataset of input and output values. Due to the richness of the space of mathematical expressions, symbolic regression is generally a…

Machine Learning · Computer Science 2021-06-29 Mojtaba Valipour , Bowen You , Maysum Panju , Ali Ghodsi

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…

Statistics Theory · Mathematics 2023-06-13 Anass Aghbalou , François Portier , Anne Sabourin

Least-squares models such as linear regression and Linear Discriminant Analysis (LDA) are amongst the most popular statistical learning techniques. However, since their computation time increases cubically with the number of features, they…

Machine Learning · Computer Science 2018-03-28 Matthias S. Treder

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

Solutions of symbolic regression problems are expressions that are composed of input variables and operators from a finite set of function symbols. One measure for evaluating symbolic regression algorithms is their ability to recover…

Machine Learning · Computer Science 2025-06-25 Paul Kahlmeyer , Markus Fischer , Joachim Giesen

The k-fold cross-validation is commonly used to evaluate the effectiveness of SVMs with the selected hyper-parameters. It is known that the SVM k-fold cross-validation is expensive, since it requires training k SVMs. However, little work…

Machine Learning · Computer Science 2017-02-07 Zeyi Wen , Bin Li , Rao Kotagiri , Jian Chen , Yawen Chen , Rui Zhang

Many real-world systems can be described by mathematical models that are human-comprehensible, easy to analyze and help explain the system's behavior. Symbolic regression is a method that can automatically generate such models from data.…

Neural and Evolutionary Computing · Computer Science 2023-06-28 Jiří Kubalík , Erik Derner , Robert Babuška

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…

Machine Learning · Statistics 2026-04-24 Juan M Gorriz , R. Martin Clemente , F Segovia , J Ramirez , A Ortiz , J. Suckling

Symbolic equations are at the core of scientific discovery. The task of discovering the underlying equation from a set of input-output pairs is called symbolic regression. Traditionally, symbolic regression methods use hand-designed…

Machine Learning · Computer Science 2021-06-14 Luca Biggio , Tommaso Bendinelli , Alexander Neitz , Aurelien Lucchi , Giambattista Parascandolo

Vovk (2015) introduced cross-conformal prediction, a modification of split conformal designed to improve the width of prediction sets. The method, when trained with a miscoverage rate equal to $\alpha$ and $n \gg K$, ensures a marginal…

Machine Learning · Statistics 2025-05-22 Matteo Gasparin , Aaditya Ramdas

Symbolic Regression (SR) is a type of regression analysis to automatically find the mathematical expression that best fits the data. Currently, SR still basically relies on various searching strategies so that a sample-specific model is…

Computer Vision and Pattern Recognition · Computer Science 2022-06-16 Jiachen Li , Ye Yuan , Hong-Bin Shen

The typical methods for symbolic regression produce rather abrupt changes in solution candidates. In this work, we have tried to transform symbolic regression from an optimization problem, with a landscape that is so rugged that typical…

Machine Learning · Computer Science 2021-08-10 Erik Pitzer , Gabriel Kronberger

This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm. Together, these results provide practical, asymptotically-exact…

Machine Learning · Statistics 2020-11-03 Pierre Bayle , Alexandre Bayle , Lucas Janson , Lester Mackey

Symbolic regression is the process of identifying mathematical expressions that fit observed output from a black-box process. It is a discrete optimization problem generally believed to be NP-hard. Prior approaches to solving the problem…

Neural and Evolutionary Computing · Computer Science 2021-11-19 T. Nathan Mundhenk , Mikel Landajuela , Ruben Glatt , Claudio P. Santiago , Daniel M. Faissol , Brenden K. Petersen

Mathematical expressions play a central role in scientific discovery. Symbolic regression aims to automatically discover such expressions from given numerical data. Recently, Neural symbolic regression (NSR) methods that involve…

Machine Learning · Computer Science 2026-02-03 Shun Sato , Issei Sato