2025
ROTI-GCV: Generalized Cross-Validation for right-ROTationally Invariant Data
AISTATS 2025poster
Two key tasks in high-dimensional regularized regression are tuning the regularization strength for accurate predictions and estimating the out-of-sample risk. It is known that the standard approach — $k$-fold cross-validation — is inconsistent in modern high-dimensional settings. While leave-one-ou…