Approximate Cross-Validation with Low-Rank Data in High Dimensions.
William T. StephensonMadeleine UdellTamara BroderickPublished in: CoRR (2020)
Keyphrases
- high dimensions
- cross validation
- high dimensional data
- low rank
- missing data
- data sets
- training data
- data analysis
- model selection
- database
- data quality
- singular value decomposition
- dimensionality reduction
- variable selection
- high dimensional spaces
- high quality
- low rank matrix
- linear combination
- nearest neighbor
- multi class
- high dimensional
- support vector