Uniform Consistency of Cross-Validation Estimators for High-Dimensional Ridge Regression.
Pratik PatilYuting WeiAlessandro RinaldoRyan J. TibshiraniPublished in: AISTATS (2021)
Keyphrases
- cross validation
- ridge regression
- ls svm
- high dimensional
- variable selection
- cross validated
- model selection
- hyperparameters
- linear regression
- support vector
- low dimensional
- regression methods
- training set
- dimensionality reduction
- support vector machine
- generalization error
- high dimensional data
- dimension reduction
- nearest neighbor
- input variables
- data points
- high dimensionality
- data sets
- partial least squares
- feature space
- machine learning
- parameter space
- kernel function
- neural network