Approximate Cross-validation: Guarantees for Model Assessment and Selection

Ashia C. Wilson, Maximilian Kasy, Lester Mackey. Approximate Cross-validation: Guarantees for Model Assessment and Selection. 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 4530-4540, PMLR, 2020. [doi]

@inproceedings{WilsonKM20,
  title = {Approximate Cross-validation: Guarantees for Model Assessment and Selection},
  author = {Ashia C. Wilson and Maximilian Kasy and Lester Mackey},
  year = {2020},
  url = {http://proceedings.mlr.press/v108/wilson20a.html},
  researchr = {https://researchr.org/publication/WilsonKM20},
  cites = {0},
  citedby = {0},
  pages = {4530-4540},
  booktitle = {The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy]},
  editor = {Silvia Chiappa and Roberto Calandra},
  volume = {108},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}