prediction risk

Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors ICLR 2025 Asymptotically Free Sketched Ridge Ensembles: Risks, Cross-Validation, and Tuning ICLR 2024 Failures and Successes of Cross-Validation for Early-Stopped Gradient Descent AISTATS 2024 Prediction from compression for models with infinite memory, with applications to hidden Markov and renewal processes COLT 2024 Bagging in overparameterized learning: Risk characterization and risk monotonization JMLR 2023 Sketched Ridgeless Linear Regression: The Role of Downsampling ICML 2023 Subsample Ridge Ensembles: Equivalences and Generalized Cross-Validation ICML 2023 Asymptotic Normality and Confidence Intervals for Prediction Risk of the Min-Norm Least Squares Estimator ICML 2021 Improved Shrinkage Prediction under a Spiked Covariance Structure JMLR 2021 Optimal prediction of Markov chains with and without spectral gap NeurIPS 2021 Prediction Under Latent Factor Regression: Adaptive PCR, Interpolating Predictors and Beyond JMLR 2021 On the Optimal Weighted ℓ_2 Regularization in Overparameterized Linear Regression NeurIPS 2020 Prediction Risk for the Horseshoe Regression JMLR 2019 Low Rank Matrix Completion with Exponential Family Noise COLT 2015 Lower Bounds on the Performance of Polynomial-time Algorithms for Sparse Linear Regression COLT 2014