An analysis of the cost of hyper-parameter selection via split-sample validation, with applications to penalized regression

28 March 2019

Papers citing "An analysis of the cost of hyper-parameter selection via split-sample validation, with applications to penalized regression"

8 / 8 papers shown

Title
Gradient-based Regularization Parameter Selection for Problems with Non-smooth Penalty Functions Jean Feng N. Simon 43 20 0 28 Mar 2017
Additive Models with Trend Filtering Veeranjaneyulu Sadhanala Robert Tibshirani 45 56 0 16 Feb 2017
Prediction error of cross-validated Lasso S. Chatterjee Jafar Jafarov 141 42 0 23 Feb 2015
The additive model with different smoothness for the components Sara van de Geer Alan Muro 38 11 0 26 May 2014
Practical Bayesian Optimization of Machine Learning Algorithms Jasper Snoek Hugo Larochelle Ryan P. Adams 353 7,942 0 13 Jun 2012
The theory and application of penalized methods or Reproducing Kernel Hilbert Spaces made easy N. Heckman 83 15 0 08 Nov 2011
A survey of cross-validation procedures for model selection Sylvain Arlot Alain Celisse 205 3,596 0 27 Jul 2009
$Honest variable selection in linear and logistic regression models via $\ell_1$ and $\ell_1+\ell_2$ penalization$ Honest variable selection in linear and logistic regression models via $\ell_1$ and $\ell_1+\ell_2$ penalization F. Bunea 242 146 0 29 Aug 2008