Multiplicative local linear hazard estimation and best one-sided cross-validation.
María Luz GámizMaría Dolores Martínez MirandaJens Perch NielsenPublished in: J. Mach. Learn. Res. (2019)
Keyphrases
- cross validation
- model selection
- error estimates
- support vector
- variable selection
- hyperparameters
- generalization error
- cross validated
- parameter estimation
- regression problems
- training set
- regularization parameter
- discriminant analysis
- information criterion
- nearest neighbor classifiers
- machine learning
- sample size
- selection criterion
- error estimation
- unseen data