相关论文: Bayesian leave-one-out cross-validation for large …

Approximate Leave-One-Out Cross-Validation (ALO-CV) is a method that has been proposed to estimate the generalization error of a regularized estimator in the high-dimensional regime where dimension and sample size are of the same order, the…

We consider predictive checking for Bayesian model assessment using leave-one-out probability integral transform (LOO-PIT). LOO-PIT values are conditional cumulative predictive probabilities given LOO predictive distributions and…

Leave-one-out cross-validation (LOOCV) can be particularly accurate among cross-validation (CV) variants for machine learning assessment tasks -- e.g., assessing methods' error or variability. But it is expensive to re-fit a model $N$ times…

For a large class of regularized models, leave-one-out cross-validation can be efficiently estimated with an approximate leave-one-out formula (ALO). We consider the problem of adjusting hyperparameters so as to optimize ALO. We derive…

In this paper we consider the problem of Gaussian process classifier (GPC) model selection with different Leave-One-Out (LOO) Cross Validation (CV) based optimization criteria and provide a practical algorithm using LOO predictive…

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…

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…

Recursive partitioning approaches producing tree-like models are a long standing staple of predictive modeling, in the last decade mostly as ``sub-learners'' within state of the art ensemble methods like Boosting and Random Forest. However,…

The lasso procedure is ubiquitous in the statistical and signal processing literature, and as such, is the target of substantial theoretical and applied research. While much of this research focuses on the desirable properties that lasso…

There is a clear need for efficient algorithms to tune hyperparameters for statistical learning schemes, since the commonly applied search methods (such as grid search with N-fold cross-validation) are inefficient and/or approximate.…

The high cost and data scarcity in scientific exploration have motivated the use of large language models (LLMs) as knowledge-driven components in Bayesian optimization (BO). However, existing approaches typically embed LLMs directly into…

We analyze the performance of cross-validation (CV) in the density estimation framework with two purposes: (i) risk estimation and (ii) model selection. The main focus is given to the so-called leave-$p$-out CV procedure (Lpo), where $p$…

We propose a new approach to falsify causal discovery algorithms without ground truth, which is based on testing the causal model on a pair of variables that has been dropped when learning the causal model. To this end, we use the…

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…

Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of…

Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to…

We study prediction intervals based on leave-one-out residuals in a linear regression model where the number of explanatory variables can be large compared to sample size. We establish uniform asymptotic validity (conditional on the…

Large language models (LLMs) exhibit probabilistic output characteristics, yet conventional evaluation frameworks rely on deterministic scalar metrics. This study introduces a Bayesian approach for LLM capability assessment that integrates…

An important issue in many multivariate regression problems is to eliminate candidate predictors with null predictor vectors. In large-dimensional (LD) setting where the numbers of responses and predictors are large, model selection…

Standard techniques such as leave-one-out cross-validation (LOOCV) might not be suitable for evaluating the predictive performance of models incorporating structured random effects. In such cases, the correlation between the training and…