Approximate Cross-validation: Guarantees for Model Assessment and Selection.

Ashia C. Wilson Maximilian Kasy Lester Mackey

Published in: AISTATS (2020)

Keyphrases

cross validation
model selection
information criterion
support vector
selection algorithm
variable selection
selection criterion
learning algorithm
feature selection
training set
markov random field
em algorithm
parameter values
hyperparameters
unseen data