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A Swiss Army Infinitesimal Jackknife

22ND INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 89, (2019)

Cited by: 33|Views154
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Abstract

The error or variability of machine learning algorithms is often assessed by repeatedly refitting 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. These methods are powerful in large part due to their model agnosticism but can be ...More

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