Haolin Zou

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20232026

most citedApproximate Leave-one-out Cross Validation for Regression with

ℓ_{1}

Regularizers (extended version)

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math.ST2023★ 1 cited

Approximate Leave-one-out Cross Validation for Regression with $ℓ_{1}$ Regularizers (extended version)

Arnab Auddy, Haolin Zou, Kamiar Rahnama Rad +1

The out-of-sample error (OO) is the main quantity of interest in risk estimation and model selection. Leave-one-out cross validation (LO) offers a (nearly) distribution-free yet co…

Approximate Leave-one-out Cross Validation for Regression with ℓ1​ Regularizers (extended version)

Approximate Leave-one-out Cross Validation for Regression with $ℓ_{1}$ Regularizers (extended version)