Kamiar Rahnama Rad, Wenda Zhou, Arian Maleki. Error bounds in estimating the out-of-sample prediction error using leave-one-out cross validation in high-dimensions. In Silvia Chiappa, Roberto Calandra, editors, The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy]. Volume 108 of Proceedings of Machine Learning Research, pages 4067-4077, PMLR, 2020. [doi]
Abstract is missing.