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Error bounds in estimating the out-of-sample prediction error using
  leave-one-out cross validation in high-dimensions

Error bounds in estimating the out-of-sample prediction error using leave-one-out cross validation in high-dimensions

International Conference on Artificial Intelligence and Statistics (AISTATS), 2020
3 March 2020
Kamiar Rahnama Rad
Wenda Zhou
A. Maleki
ArXiv (abs)PDFHTML

Papers citing "Error bounds in estimating the out-of-sample prediction error using leave-one-out cross validation in high-dimensions"

11 / 11 papers shown
Evaluation and Optimization of Leave-one-out Cross-validation for the Lasso
Evaluation and Optimization of Leave-one-out Cross-validation for the Lasso
Ryan Burn
180
0
0
20 Aug 2025
Certified Data Removal Under High-dimensional Settings
Certified Data Removal Under High-dimensional Settings
Haolin Zou
Arnab Auddy
Yongchan Kwon
Kamiar Rahnama Rad
A. Maleki
MU
341
5
0
12 May 2025
Simultaneous analysis of approximate leave-one-out cross-validation and mean-field inference
Simultaneous analysis of approximate leave-one-out cross-validation and mean-field inference
Pierre C Bellec
432
1
0
05 Jan 2025
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuningAnnual Conference Computational Learning Theory (COLT), 2021
Pierre C. Bellec
Yi Shen
405
14
0
03 Jan 2025
Failures and Successes of Cross-Validation for Early-Stopped Gradient
  Descent
Failures and Successes of Cross-Validation for Early-Stopped Gradient Descent
Pratik Patil
Yuchen Wu
Robert Tibshirani
287
8
0
26 Feb 2024
Theoretical Analysis of Leave-one-out Cross Validation for
  Non-differentiable Penalties under High-dimensional Settings
Theoretical Analysis of Leave-one-out Cross Validation for Non-differentiable Penalties under High-dimensional Settings
Haolin Zou
Arnab Auddy
Kamiar Rahnama Rad
A. Maleki
391
5
0
13 Feb 2024
Subsample Ridge Ensembles: Equivalences and Generalized Cross-Validation
Subsample Ridge Ensembles: Equivalences and Generalized Cross-ValidationInternational Conference on Machine Learning (ICML), 2023
Jin-Hong Du
Pratik V. Patil
Arun K. Kuchibhotla
269
12
0
25 Apr 2023
Extrapolated cross-validation for randomized ensembles
Extrapolated cross-validation for randomized ensemblesJournal of Computational And Graphical Statistics (JCGS), 2023
Jin-Hong Du
Pratik V. Patil
Kathryn Roeder
Arun K. Kuchibhotla
524
10
0
27 Feb 2023
Optimizing Approximate Leave-one-out Cross-validation to Tune
  Hyperparameters
Optimizing Approximate Leave-one-out Cross-validation to Tune Hyperparameters
R. Burn
112
4
0
20 Nov 2020
Out-of-sample error estimate for robust M-estimators with convex penalty
Out-of-sample error estimate for robust M-estimators with convex penalty
Pierre C. Bellec
643
18
0
26 Aug 2020
Consistent Risk Estimation in Moderately High-Dimensional Linear
  Regression
Consistent Risk Estimation in Moderately High-Dimensional Linear Regression
Ji Xu
A. Maleki
Kamiar Rahnama Rad
Daniel J. Hsu
434
13
0
05 Feb 2019
1
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