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The goal of this paper is to compare several widely used Bayesian model selection methods in practical model selection problems, highlight their differences and give recommendations about the preferred approaches. We focus on the variable…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

Two key tasks in high-dimensional regularized regression are tuning the regularization strength for accurate predictions and estimating the out-of-sample risk. It is known that the standard approach -- $k$-fold cross-validation -- is…

Statistics Theory · Mathematics 2025-10-24 Kevin Luo , Yufan Li , Pragya Sur

It is useful to estimate the expected predictive performance of models planned to be used for prediction. We focus on leave-one-out cross-validation (LOO-CV), which has become a popular method for estimating predictive performance of…

Methodology · Statistics 2025-10-29 Tuomas Sivula , Måns Magnusson , Asael Alonzo Matamoros , Aki Vehtari

Modern software-defined networks, such as Open Radio Access Network (O-RAN) systems, rely on artificial intelligence (AI)-powered applications running on controllers interfaced with the radio access network. To ensure that these AI…

Signal Processing · Electrical Eng. & Systems 2025-02-06 Seonghoon Yoo , Sangwoo Park , Petar Popovski , Joonhyuk Kang , Osvaldo Simeone

Supervised learning has been widely used for attack categorization, requiring high-quality data and labels. However, the data is often imbalanced and it is difficult to obtain sufficient annotations. Moreover, supervised models are subject…

Cryptography and Security · Computer Science 2022-09-05 Zihan Li , Wentao Chen , Zhiqing Wei , Xingqi Luo , Bing Su

Spatial prediction tasks are key to weather forecasting, studying air pollution impacts, and other scientific endeavors. Determining how much to trust predictions made by statistical or physical methods is essential for the credibility of…

Machine Learning · Statistics 2025-03-25 David R. Burt , Yunyi Shen , Tamara Broderick

Cross-validation assesses the predictive ability of a model, allowing one to rank models accordingly. Although the nonparametric bootstrap is almost always used to assess the variability of a parameter, it can be used as the basis for…

Applications · Statistics 2019-09-30 James Stephens Cavenaugh

Visual error metrics play a fundamental role in the quantification of perceived image similarity. Most recently, use cases for them in real-time applications have emerged, such as content-adaptive shading and shading reuse to increase…

Graphics · Computer Science 2023-10-16 João Libório Cardoso , Bernhard Kerbl , Lei Yang , Yury Uralsky , Michael Wimmer

For many machine learning algorithms, two main assumptions are required to guarantee performance. One is that the test data are drawn from the same distribution as the training data, and the other is that the model is correctly specified.…

Machine Learning · Computer Science 2020-02-03 Kun Kuang , Ruoxuan Xiong , Peng Cui , Susan Athey , Bo Li

Weighted twin support vector machines (WLTSVM) mines as much potential similarity information in samples as possible to improve the common short-coming of non-parallel plane classifiers. Compared with twin support vector machines (TWSVM),…

Machine Learning · Statistics 2022-01-28 Ruxin Xu , Huiru Wang

Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regression) or selecting a smoothing parameter (e.g., bandwidth for…

Statistics Theory · Mathematics 2008-12-18 Yuhong Yang

In machine learning, statistics, econometrics and statistical physics, cross-validation (CV) is used asa standard approach in quantifying the generalisation performance of a statistical model. A directapplication of CV in time-series leads…

Machine Learning · Statistics 2021-12-14 Mehmet Süzen , Alper Yegenoglu

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,…

Machine Learning · Computer Science 2024-07-25 Jinyang Yu , Sami Hamdan , Leonard Sasse , Abigail Morrison , Kaustubh R. Patil

Learning models whose predictions are invariant under multiple environments is a promising approach for out-of-distribution generalization. Such models are trained to extract features $X_{\text{inv}}$ where the conditional distribution $Y…

Machine Learning · Computer Science 2024-07-29 Gina Wong , Joshua Gleason , Rama Chellappa , Yoav Wald , Anqi Liu

Recent advances in deep learning have achieved impressive gains in classification accuracy on a variety of types of data, including images and text. Despite these gains, however, concerns have been raised about the calibration, robustness,…

Machine Learning · Computer Science 2018-11-20 Dallas Card , Michael Zhang , Noah A. Smith

Estimating a distribution given access to its unnormalized density is pivotal in Bayesian inference, where the posterior is generally known only up to an unknown normalizing constant. Variational inference and Markov chain Monte Carlo…

Machine Learning · Statistics 2025-05-06 Daniel Ward , Mark Beaumont , Matteo Fasiolo

Traditional regression models assume stationary relationships between predictors and responses, failing to capture the spatial heterogeneity present in many environmental, epidemiological, and ecological processes. To address this…

Methodology · Statistics 2025-05-27 Justice Akuoko-Frimpong , Edward Shao , Jonathan Ta

Cross-validation techniques for risk estimation and model selection are widely used in statistics and machine learning. However, the understanding of the theoretical properties of learning via model selection with cross-validation risk…

Machine Learning · Statistics 2024-05-27 Diego Marcondes , Cláudia Peixoto

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…

Methodology · Statistics 2015-10-28 Chinghway Lim , Bin Yu

Tuning parameter selection is of critical importance for kernel ridge regression. To this date, data driven tuning method for divide-and-conquer kernel ridge regression (d-KRR) has been lacking in the literature, which limits the…

Machine Learning · Statistics 2019-02-20 Ganggang Xu , Zuofeng Shang , Guang Cheng