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math.ST2025
RandALO: Out-of-sample risk estimation in no time flat
Parth Nobel, Daniel LeJeune, Emmanuel J. Candès
Estimating out-of-sample risk for models trained on large high-dimensional datasets is an expensive but essential part of the machine learning process, enabling practitioners to op…
math.ST2025
Characterizing the Training-Conditional Coverage of Full Conformal Inference in High Dimensions
Isaac Gibbs, Emmanuel J. Candès
We study the coverage properties of full conformal regression in the proportional asymptotic regime where the ratio of the dimension and the sample size converges to a constant. In…