arXiv cs.LG
· Papers
From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators
arXiv:2603.20388v2 Announce Type: replace-cross Abstract: We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by $n$-fold cross-validation (CV). The out-of-sample prediction loss of such estimators converges in distribution to the squared-error loss (risk function) o