相关论文: On the bias of K-fold cross validation with stable…
Despite ongoing theoretical research on cross-validation (CV), many theoretical questions remain widely open. This motivates our investigation into how properties of algorithm-distribution pairs can affect the choice for the number of folds…
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…
K-fold cross validation (CV) is a popular method for estimating the true performance of machine learning models, allowing model selection and parameter tuning. However, the very process of CV requires random partitioning of the data and so…
We establish a general upper bound for $K$-fold cross-validation ($K$-CV) errors that can be adapted to many $K$-CV-based estimators and learning algorithms. Based on Rademacher complexity of the model and the Orlicz-$\Psi_{\nu}$ norm of…
This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm. Together, these results provide practical, asymptotically-exact…
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…
We consider a priori generalization bounds developed in terms of cross-validation estimates and the stability of learners. In particular, we first derive an exponential Efron-Stein type tail inequality for the concentration of a general…
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 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…
We investigate generically applicable and intuitively appealing prediction intervals based on $k$-fold cross validation. We focus on the conditional coverage probability of the proposed intervals, given the observations in the training…
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…
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…
We revisit the problem of ensuring strong test set performance via cross-validation, and propose a nested k-fold cross-validation scheme that selects hyperparameters by minimizing a weighted sum of the usual cross-validation metric and an…
Common cross-validation (CV) methods like k-fold cross-validation or Monte-Carlo cross-validation estimate the predictive performance of a learner by repeatedly training it on a large portion of the given data and testing on the remaining…
We study the mean-squared error of $k$-fold cross-validation as a risk estimator, with particular emphasis on how its accuracy depends on the number of folds $k$. Despite the widespread use of cross-validation, principled guidance for…
In traditional k-fold cross-validation, each instance is used ($k-1$) times for training and once for testing, leading to redundancy that lets many instances disproportionately influence the learning phase. We introduce Irredundant $k$-fold…
Cross-validation plays a fundamental role in Machine Learning, enabling robust evaluation of model performance and preventing overestimation on training and validation data. However, one of its drawbacks is the potential to create data…
We conduct a non asymptotic study of the Cross Validation (CV) estimate of the generalization risk for learning algorithms dedicated to extreme regions of the covariates space. In this Extreme Value Analysis context, the risk function…
K-fold cross-validation is a widely used tool for assessing classifier performance. The reproducibility crisis faced by artificial intelligence partly results from the irreproducibility of reported k-fold cross-validation-based performance…
This paper introduces e-fold cross-validation, an energy-efficient alternative to k-fold cross-validation. It dynamically adjusts the number of folds based on a stopping criterion. The criterion checks after each fold whether the standard…