2020
Approximate Cross-Validation in High Dimensions with Guarantees
AISTATS 2020poster
Leave-one-out cross-validation (LOOCV) can be particularly accurate among cross-validation (CV) variants for machine learning assessment tasks – e.g., assessing methods’ error or variability. But it is expensive to re-fit a model $N$ times for a dataset of size $N$. Previous work has shown that appr…