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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

Pre-validation is a way to build prediction model with two datasets of significantly different feature dimensions. Previous work showed that the asymptotic distribution of the resulting test statistic for the pre-validated predictor…

Methodology · Statistics 2025-05-23 Jing Shang , Sourav Chatterjee , Trevor Hastie , Robert Tibshirani

With the growing application of spatial predictive modeling in ecology, the question of how to appropriately evaluate the resulting maps has gained increasing attention. While there is consensus that map accuracy is ideally estimated using…

Methodology · Statistics 2026-05-14 Jan Linnenbrink , Jakub Nowosad , Hanna Meyer

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…

Machine Learning · Computer Science 2025-08-28 Afonso Martini Spezia , Thomas Fontanari , Mariana Recamonde-Mendoza

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 is a central tool in evaluating the performance of machine learning and statistical models. However, despite its ubiquitous role, its theoretical properties are still not well understood. We study the asymptotic properties…

Statistics Theory · Mathematics 2020-06-30 Morgane Austern , Wenda Zhou

A popular technique for selecting and tuning machine learning estimators is cross-validation. Cross-validation evaluates overall model fit, usually in terms of predictive accuracy. In causal inference, the optimal choice of estimator…

Methodology · Statistics 2021-07-07 Dominik Rothenhäusler

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

The problem of validating or criticising models for georeferenced data is challenging, since the conclusions can vary significantly depending on the locations of the validation set. This work proposes the use of cross-validation techniques…

Computation · Statistics 2018-02-19 Viviana G R Lobo , Thaís C O da Fonseca , Fernando A S Moura

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

Usually one compares the accuracy of two competing classifiers via null hypothesis significance tests (nhst). Yet the nhst tests suffer from important shortcomings, which can be overcome by switching to Bayesian hypothesis testing. We…

Machine Learning · Computer Science 2016-11-23 Giorgio Corani , Alessio Benavoli , Janez Demšar , Francesca Mangili , Marco Zaffalon

Common cross-validation (CV) methods like k-fold cross-validation or Monte-Carlo cross-validation estimate the predictive performance of a learner by repeatedly training it on a large portion of the given data and testing on the remaining…

Machine Learning · Computer Science 2021-11-30 Felix Mohr , Jan N. van Rijn

Cross-Validation (CV) is the default choice for evaluating the performance of machine learning models. Despite its wide usage, their statistical benefits have remained half-understood, especially in challenging nonparametric regimes. In…

Statistics Theory · Mathematics 2024-08-22 Garud Iyengar , Henry Lam , Tianyu Wang

This paper begins with a general theory of error in cross-validation testing of algorithms for supervised learning from examples. It is assumed that the examples are described by attribute-value pairs, where the values are symbolic.…

Machine Learning · Computer Science 2007-05-23 Peter D. Turney

Cross-validation is a statistical tool that can be used to improve large covariance matrix estimation. Although its efficiency is observed in practical applications and a convergence result towards the error of the non linear shrinkage is…

Statistics Theory · Mathematics 2025-09-18 Lamia Lamrani , Christian Bongiorno , Marc Potters

In this paper the accuracy and robustness of quality measures for the assessment of machine learning models are investigated. The prediction quality of a machine learning model is evaluated model-independent based on a cross-validation…

Machine Learning · Statistics 2024-10-07 Thomas Most , Lars Gräning , Sebastian Wolff

Model evaluation -- the process of making inferences about the performance of predictive models -- is a critical component of predictive modeling research in learning analytics. We survey the state of the practice with respect to model…

Applications · Statistics 2018-06-15 Josh Gardner , Christopher Brooks

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

We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…

Machine Learning · Computer Science 2024-12-23 Matej Cief , Branislav Kveton , Michal Kompan

Cross validation is commonly used for selecting tuning parameters in penalized regression, but its use in penalized Cox regression models has received relatively little attention in the literature. Due to its partial likelihood…

Methodology · Statistics 2026-05-13 Biyue Dai , Patrick Breheny