Rademacher upper bounds for cross-validation errors with an application to the lasso.
Ning XuTimothy C. G. FisherJian HongPublished in: CoRR (2020)
Keyphrases
- training data
- cross validation
- generalization error
- upper bound
- training set
- sample complexity
- model selection
- variable selection
- lower bound
- hyperparameters
- support vector
- upper and lower bounds
- regularization parameter
- regression problems
- worst case
- decision trees
- data dependent
- vc dimension
- information criterion
- cross validated
- error analysis
- nearest neighbor classifiers
- sample size
- feature selection
- uniform convergence