相关论文: Cross Validation and Maximum Likelihood estimation…

In parametric estimation of covariance function of Gaussian processes, it is often the case that the true covariance function does not belong to the parametric set used for estimation. This situation is called the misspecified case. In this…

We present a methodology for model evaluation and selection where the sampling mechanism violates the i.i.d. assumption. Our methodology involves a formulation of the bias between the standard Cross-Validation (CV) estimator and the mean…

Cross-validation is the workhorse of modern applied statistics and machine learning, as it provides a principled framework for selecting the model that maximizes generalization performance. In this paper, we show that the cross-validation…

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…

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…

Probabilistic regression models typically use the Maximum Likelihood Estimation or Cross-Validation to fit parameters. These methods can give an advantage to the solutions that fit observations on average, but they do not pay attention to…

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…

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…

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,…

This text is a survey on cross-validation. We define all classical cross-validation procedures, and we study their properties for two different goals: estimating the risk of a given estimator, and selecting the best estimator among a given…

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…

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…

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…

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…

Cross-validation (CV) is widely used for tuning a model with respect to user-selected parameters and for selecting a "best" model. For example, the method of $k$-nearest neighbors requires the user to choose $k$, the number of neighbors,…

K-fold cross-validation (CV) with squared error loss is widely used for evaluating predictive models, especially when strong distributional assumptions cannot be taken. However, CV with squared error loss is not free from distributional…

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 technique for evaluating the ability of statistical models/learning systems based on a given data set. Despite its wide applicability, the rather heavy computational cost can prevent its use as the system size…

For linear models that may have asymmetric errors, we study variable selection by cross-validation. The data are split into training and validation sets, with the number of observations in the validation set much larger than in the training…