Multiple predicting K-fold cross-validation for model selection
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Multiple predicting \(K\)-fold cross-validation for model selection
Recommendations
- A \(K\)-fold averaging cross-validation procedure
- Model selection via multifold cross validation
- Cross-validation with confidence
- The restricted consistency property of leave-\(n_v\)-out cross-validation for high-dimensional variable selection
- Cross-validation for selecting a model selection procedure
Cites work
- L 1-Regularization Path Algorithm for Generalized Linear Models
- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
- A cross-validatory method for dependent data
- A survey of cross-validation procedures for model selection
- Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
- Asymptotics for Lasso-type estimators.
- Consistency of cross validation for comparing regression procedures
- Consistent cross-validated density estimation
- Cross-validation for selecting a model selection procedure
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Extended BIC for small-n-large-P sparse GLM
- Generalised correlated cross-validation
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Linear Model Selection by Cross-Validation
- Model selection via multifold cross validation
- Penalized model-based clustering with application to variable selection
- Prediction Error Property of the Lasso Estimator and its Generalization
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Shrinkage tuning parameter selection with a diverging number of parameters
- The Adaptive Lasso and Its Oracle Properties
- The Predictive Sample Reuse Method with Applications
- The solution path of the generalized lasso
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Unifying the derivations for the Akaike and corrected Akaike information criteria.
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(21)- A note on the validity of cross-validation for evaluating autoregressive time series prediction
- Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)
- Model selection via multifold cross validation
- What is an optimal value of \(k\) in \(k\)-fold cross-validation in discrete Bayesian network analysis?
- The leave-worst-k-out criterion for cross validation
- Designs for crossvalidating approximation models
- Nested and Repeated Cross Validation for Classification Model With High-Dimensional Data
- A space filling-based cross-validation method and its applications
- The restricted consistency property of leave-\(n_v\)-out cross-validation for high-dimensional variable selection
- A \(K\)-fold averaging cross-validation procedure
- Enhanced kriging leave-one-out cross-validation in improving model estimation and optimization
- Improved feature selection with simulation optimization
- Learning dynamical systems from data: a simple cross-validation perspective. V: Sparse kernel flows for 132 chaotic dynamical systems
- Using cross-validation methods to select time series models: promises and pitfalls
- An improved radial basis function Neuron network based on the l₁ regularization
- Penalized logistic regression with prior information for microarray gene expression classification
- Variable selection via thresholding
- Regressive class models for machine learning algorithms to predict trajectories of repeated multinomial outcomes: an application to the activity of daily living of elderly data
- The NFDA-nonsmooth feasible directions algorithm applied to constructing Pareto fronts of ridge and Lasso regressions
- An improved algorithm for the RBFNN based on SVD
- Efficient, adaptive cross-validation for tuning and comparing models, with application to drug discovery
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