An analysis of the cost of hyper-parameter selection via split-sample validation, with applications to penalized regression

DOI10.5705/SS.202017.0310zbMath1444.62086arXiv1903.12297OpenAlexW3101346324MaRDI QIDQ5220378

Jean Feng, Noah Robin Simon

Publication date: 16 March 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.12297

zbMATH Keywords

regularizationcross-validationregression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Statistical ranking and selection procedures (62F07)

Related Items (1)

Unnamed Item

This page was built for publication: An analysis of the cost of hyper-parameter selection via split-sample validation, with applications to penalized regression