Fast Partition-Based Cross-Validation With Centering and Scaling for ${\mathbf{X}}^{\mathbf{T}}\mathbf{X}$ and ${\mathbf{X}}^{\mathbf{T}}\mathbf{Y}$

Ole-Christian Galbo Engstrøm, Martin Holm Jensen

We present algorithms that substantially accelerate partition-based cross-validation for machine learning models that require matrix products ${\mathbf{X}}^{\mathbf{T}}\mathbf{X}$ and…