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

Ashia C. Wilson Maximilian Kasy Lester Mackey

Published in: CoRR (2020)

Keyphrases

cross validation
model selection
support vector
probabilistic model
ls svm
unseen data
prior knowledge
statistical model
data sets
machine learning
closed form
selection algorithm
hyperparameters
probability model
cross validated