piCholesky: Polynomial Interpolation of Multiple Cholesky Factors for Efficient Approximate Cross-Validation.

Da Kuang Raffay Hamid

Published in: CoRR (2014)

Keyphrases

cross validation
model selection
variable selection
support vector
hyperparameters
cross validated
generalization error
regularization parameter
training set
nearest neighbor classifiers
error estimates
machine learning
regression problems
neural network
decision trees
unseen data