conftrace_

prediction risk

13 papers

Explore in graph

Co-occurring keywords

ridge regression (134) model selection (456) double descent (52) spectral gap (27) shrinkage predictor (1) spiked covariance (2) complexity theory (32) stationary process (9) least squares estimator (11) leave-one-out cross-validation (7)

Papers

Prediction from compression for models with infinite memory, with applications to hidden Markov and renewal processes COLT 2024
Failures and Successes of Cross-Validation for Early-Stopped Gradient Descent AISTATS 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
Prediction Under Latent Factor Regression: Adaptive PCR, Interpolating Predictors and Beyond JMLR 2021
Optimal prediction of Markov chains with and without spectral gap NIPS 2021
Improved Shrinkage Prediction under a Spiked Covariance Structure JMLR 2021
On the Optimal Weighted $\ell_2$ Regularization in Overparameterized Linear Regression NIPS 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