相关论文: A note on adjusting $R^2$ for using with cross-val…

In this article, we present a method for increasing adaptivity of an existing robust estimation algorithm by learning two parameters to better fit the residual distribution. The analyzed method uses these two parameters to calculate weights…

The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…

A design-based individual prediction approach is developed based on the expected cross-validation results, given the sampling design and the sample-splitting design for cross-validation. Whether the predictor is selected from an ensemble of…

To derive the auto-covariance function from a sampled and time-limited signal or the cross-covariance function from two such signals, the mean values must be estimated and removed from the signals. If no a priori information about the…

While many statistical models and methods are now available for network analysis, resampling network data remains a challenging problem. Cross-validation is a useful general tool for model selection and parameter tuning, but is not directly…

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…

Cross-validation is a useful and generally applicable technique often employed in machine learning, including decision tree induction. An important disadvantage of straightforward implementation of the technique is its computational…

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

We propose a way to connect complex analysis and convex analysis. As applications, we derive some results about $L^2$-estimate for $d$-equation and prove some curvature positivity related to convex analysis from well known $L^2$-estimate…

Bjorken scaling is violetd. At large $x$-values ($0.7 \lesssim x \leq 1$) the violation is mainly attributed to $\propto 1/Q^2$ (higher-twist) corrections. We discuss how to incorporate such corrections by using a new scaling variable $\bar…

We propose a generalization of the lasso that allows the model coefficients to vary as a function of a general set of modifying variables. These modifiers might be variables such as gender, age or time. The paradigm is quite general, with…

Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner. To…

Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…

Randomized artificial neural networks such as extreme learning machines provide an attractive and efficient method for supervised learning under limited computing ressources and green machine learning. This especially applies when equipping…

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…

Assessing agreement between two instruments is crucial in clinical studies to evaluate the similarity between two methods measuring the same subjects. This paper introduces a novel coefficient, termed rho1, to measure agreement between…

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…

When testing for superiority in a parallel-group setting with a continuous outcome, adjusting for covariates (e.g., baseline measurements) is usually recommended, in order to reduce bias and increase power. For this purpose, the analysis of…

We introduce a novel covariance estimator for portfolio selection that adapts to the non-stationary or persistent heteroskedastic environments of financial time series by employing exponentially weighted averages and nonlinearly shrinking…