Tag: cross

  • Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus

    Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus arXiv:2509.13923v1 Announce Type: cross Abstract: Cross-validation is one of the most widely used methods for model selection and evaluation; its efficiency for large covariance matrix estimation appears robust in practice, but little is known about the theoretical behavior of its error. In this paper,…

  • Evaluation and Optimization of Leave-one-out Cross-validation for the Lasso

    Evaluation and Optimization of Leave-one-out Cross-validation for the Lasso arXiv:2508.14368v1 Announce Type: new Abstract: I develop an algorithm to produce the piecewise quadratic that computes leave-one-out cross-validation for the lasso as a function of its hyperparameter. The algorithm can be used to find exact hyperparameters that optimize leave-one-out cross-validation either globally or locally, and its…

  • MoCA: Multi-modal Cross-masked Autoencoder for Digital Health Measurements

    MoCA: Multi-modal Cross-masked Autoencoder for Digital Health Measurements arXiv:2506.02260v1 Announce Type: new Abstract: The growing prevalence of digital health technologies has led to the generation of complex multi-modal data, such as physical activity measurements simultaneously collected from various sensors of mobile and wearable devices. These data hold immense potential for advancing health studies, but current…

  • Pairwise Cross-Variance Classification

    Pairwise Cross-Variance Classification Multi-class zero-shot embedding classification and error checking The post Pairwise Cross-Variance Classification appeared first on Towards Data Science. Doster Esh Go to original source