Aggregated Hold-Out

11 Sep 2019Guillaume MaillardSylvain ArlotMatthieu Lerasle

Aggregated hold-out (Agghoo) is a method which averages learning rules selected by hold-out (that is, cross-validation with a single split). We provide the first theoretical guarantees on Agghoo, ensuring that it can be used safely: Agghoo performs at worst like the hold-out when the risk is convex... (read more)

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