Error Estimation for Sketched SVD via the Bootstrap.
Miles E. LopesN. Benjamin ErichsonMichael W. MahoneyPublished in: ICML (2020)
Keyphrases
- error estimation
- singular value decomposition
- model selection
- cross validation
- error estimates
- generalization error
- singular values
- symbol recognition
- hypothesis tests
- confidence intervals
- least squares
- low rank
- log log
- markov chain
- dimensionality reduction
- training set
- training data
- support vector machine
- contingency tables
- lower bound
- image processing
- data sets