Test set sizing via random matrix theory

DOI10.1007/s43069-024-00292-1arXiv2112.05977MaRDI QIDQ6130677

Alexander Dubbs

Publication date: 3 April 2024

Published in: SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.05977

zbMATH Keywords

linear modelrandom matrix theorymachine learningJacobi ensembletest set size

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Statistical aspects of big data and data science (62R07)

Cites Work

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• Optimality of training/test size and resampling effectiveness in cross-validation
• ON THE COMPLEX SELBERG INTEGRAL
• Matrix models for beta ensembles
• A matrix model for the β-Jacobi ensemble
• Moments of the eigenvalue densities and of the secular coefficients ofβ-ensembles

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