A Swiss Army Infinitesimal Jackknife

1 Jun 2018Ryan GiordanoWill StephensonRunjing LiuMichael I. JordanTamara Broderick

The error or variability of machine learning algorithms is often assessed by repeatedly re-fitting a model with different weighted versions of the observed data. The ubiquitous tools of cross-validation (CV) and the bootstrap are examples of this technique... (read more)

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