Approximate Cross-Validation in High Dimensions with Guarantees.
William T. StephensonTamara BroderickPublished in: AISTATS (2020)
Keyphrases
- cross validation
- high dimensions
- model selection
- high dimensional data
- high dimensional
- variable selection
- generalization error
- cross validated
- hyperparameters
- support vector
- high dimensional spaces
- regularization parameter
- training set
- error estimates
- poor quality
- nearest neighbor
- unseen data
- ls svm
- high dimensionality
- closed form
- image data
- information criterion
- neural network
- data sets