Fast leave-one-cluster-out cross-validation using clustered Network Information Criterion (NICc)

no code implementations • 30 May 2024 • Jiaxing Qiu, Douglas E. Lake, Pavel Chernyavskiy, Teague R. Henry

For clustered data, we derived NICc by substituting the Fisher information matrix in the NIC with a clustering-adjusted estimator.

Clustering Model Selection +1