arXiv stat.ML
· Papers
Distribution-free Deviation Bounds and The Role of Domain Knowledge in Learning via Model Selection with Cross-validation Risk Estimation
arXiv:2303.08777v3 Announce Type: replace Abstract: Cross-validation is one of the most widely used tools for risk estimation and model selection in statistics and machine learning, yet its theoretical properties when embedded in a learning procedure remain insufficiently understood. This paper develops a general, dist