A Scalable Estimate of the Out-of-Sample Prediction Error via Approximate Leave-One-Out Cross-Validation (Q5087163)
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scientific article; zbMATH DE number 7554781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Scalable Estimate of the Out-of-Sample Prediction Error via Approximate Leave-One-Out Cross-Validation |
scientific article; zbMATH DE number 7554781 |
Statements
A Scalable Estimate of the Out-of-Sample Prediction Error via Approximate Leave-One-Out Cross-Validation (English)
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8 July 2022
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cross-validation
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generalized linear models
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high dimensional statistics
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out-of-sample risk estimation
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regularized estimation
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