Sparse Approximate Cross-Validation for High-Dimensional GLMs.
William T. StephensonTamara BroderickPublished in: CoRR (2019)
Keyphrases
- cross validation
- high dimensional
- variable selection
- model selection
- sparse data
- low dimensional
- hyperparameters
- generalization error
- support vector
- similarity search
- high dimension
- cross validated
- nearest neighbor
- high dimensional data
- training set
- sparse coding
- regularization parameter
- regression problems
- data points
- feature space
- dimensionality reduction
- input space
- dimension reduction
- unseen data
- parameter space
- kernel function
- least squares
- error estimates