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Will Stephenson

2 accepted papers

2020

Approximate Cross-Validation for Structured Models

NeurIPS 2020poster

Many modern data analyses benefit from explicitly modeling dependence structure in data -- such as measurements across time or space, ordered words in a sentence, or genes in a genome. A gold standard evaluation technique is structured cross-validation (CV), which leaves out some data subset (such a…

2020

Approximate Cross-Validation with Low-Rank Data in High Dimensions

NeurIPS 2020poster

Many recent advances in machine learning are driven by a challenging trifecta: large data size $N$, high dimensions, and expensive algorithms. In this setting, cross-validation (CV) serves as an important tool for model assessment. Recent advances in approximate cross validation (ACV) provide accura…

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