Regular, median and Huber cross-validation: A computational comparison.

Chi Wai Yu Bertrand S. Clarke

Published in: Stat. Anal. Data Min. (2015)

Keyphrases

cross validation
model selection
support vector
variable selection
hyperparameters
cross validated
training set
generalization error
error estimates
loss function
maximum a posteriori
unseen data
information criterion
regularization parameter
regression problems