2 papers
stat.ML2026
A Theory of Cross-Validation Variance
Nathaniel S. O'Connell, Jaime L. Speiser
Cross-validation estimates predictive performance by repeatedly splitting the data into training and validation sets, fitting the model on the first and evaluating it on the second…
stat.ML2026
Random Forests as Statistical Procedures: Design, Variance, and Dependence
Nathaniel S. O'Connell
We develop a finite-sample, design-based theory for random forests in which each tree is a randomized conditional predictor acting on fixed covariates and the forest is their Monte…