相关论文: Approximate Cross-Validation in High Dimensions wi…

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…

Many versions of cross-validation (CV) exist in the literature; and each version though has different variants. All are used interchangeably by many practitioners; yet, without explanation to the connection or difference among them. This…

Models like LASSO and ridge regression are extensively used in practice due to their interpretability, ease of use, and strong theoretical guarantees. Cross-validation (CV) is widely used for hyperparameter tuning in these models, but do…

In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…

Cross-validation (CV) is a technique used to estimate generalization error for prediction models. For pipeline modeling algorithms (i.e. modeling procedures with multiple steps), it has been recommended the entire sequence of steps be…

Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…

We study the problem of selecting the shape parameter in Radial Basis function (RBF) interpolation using leave-one-out-cross-validation (LOOCV). Since the classical LOOCV formula requires repeated solves with a dense $N \times N$ kernel…

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…

Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or…

Despite substantial advances in scaling test-time compute, an ongoing debate in the community is how it should be scaled up to enable continued and efficient improvements with scaling. There are largely two approaches: first, distilling…

Studying unified model averaging estimation for situations with complicated data structures, we propose a novel model averaging method based on cross-validation (MACV). MACV unifies a large class of new and existing model averaging…

In this paper, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation method for selecting the penalty parameter. The methodology is extended to other penalties, such as Elastic…

To solve key biomedical problems, experimentalists now routinely measure millions or billions of features (dimensions) per sample, with the hope that data science techniques will be able to build accurate data-driven inferences. Because…

Prevalent reinforcement learning~(RL) methods for fine-tuning LLM reasoners, such as GRPO or Leave-one-out PPO, abandon the learned value function in favor of empirically estimated returns. This hinders test-time compute scaling that relies…

Scaling large language models typically involves three dimensions: depth, width, and parameter count. In this work, we explore a fourth dimension, \textbf{virtual logical depth} (VLD), which increases effective algorithmic depth without…

Large Language Models (LLMs) struggle with long-context code due to window limitations. Existing textual code compression methods mitigate this via selective filtering but often disrupt dependency closure, causing semantic fragmentation. To…

Distance-based unsupervised text classification is a method within text classification that leverages the semantic similarity between a label and a text to determine label relevance. This method provides numerous benefits, including fast…

Large language models face significant computational bottlenecks during inference due to the expensive output layer computation over large vocabularies. We present CSV-Decode, a novel approach that uses geometric upper bounds to construct…

This paper investigates the efficiency of the K-fold cross-validation (CV) procedure and a debiased version thereof as a means of estimating the generalization risk of a learning algorithm. We work under the general assumption of uniform…

Pairwise likelihood is a useful approximation to the full likelihood function for covariance estimation in high-dimensional context. It simplifies high-dimensional dependencies by combining marginal bivariate likelihood objects, thus making…