2 papers
cs.LG2018
Approximate Leave-One-Out for High-Dimensional Non-Differentiable Learning Problems
Shuaiwen Wang, Wenda Zhou, Arian Maleki +2
Consider the following class of learning schemes: \begin{equation} \label{eq:main-problem1} \hat{\boldsymbolβ} := \underset{\boldsymbolβ \in \mathcal{C}}{\arg\min} \;\sum_{j=1}^n \…
stat.ML2018
Approximate Leave-One-Out for Fast Parameter Tuning in High Dimensions
Shuaiwen Wang, Wenda Zhou, Haihao Lu +2
Consider the following class of learning schemes: $$\hat{\boldsymbolβ} := \arg\min_{\boldsymbolβ}\;\sum_{j=1}^n \ell(\boldsymbol{x}_j^\top\boldsymbolβ; y_j) + λR(\boldsymbolβ),\qqu…