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Approximate Leave-One-Out for Fast Parameter Tuning in High Dimensions

ApproximateLeave-One-OutforFastParameterTuninginHighDimensionsShuaiwenWang1WendaZhou1HaihaoLu2ArianMaleki1VahabMirrokni3Abstractschemes,especiallyinhigh-dimensionalsettings,studiesthefollowingoptim...

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2023-11-13 11:59:0412944.08 MB24

Bayesian Leave-One-Out cross-validation for large data

Approximate Leave-One-Out for Fast Parameter Tuning in High Dimensions