Asymptotically Free Sketched Ridge Ensembles: Risks, Cross-Validation, and Tuning.
Pratik PatilDaniel LeJeunePublished in: ICLR (2024)
Keyphrases
- cross validation
- model selection
- support vector
- hyperparameters
- variable selection
- training set
- cross validated
- base learners
- regression problems
- generalization error
- error estimates
- decision trees
- ensemble methods
- sample size
- information criterion
- parameter settings
- ensemble learning
- base classifiers
- regularization parameter
- worst case
- artificial neural networks
- grid search
- neural network