no code implementations • 13 Feb 2024 • Haolin Zou, Arnab Auddy, Kamiar Rahnama Rad, Arian Maleki
Despite a large and significant body of recent work focused on estimating the out-of-sample risk of regularized models in the high dimensional regime, a theoretical understanding of this problem for non-differentiable penalties such as generalized LASSO and nuclear norm is missing.
no code implementations • 26 Oct 2023 • Arnab Auddy, Haolin Zou, Kamiar Rahnama Rad, Arian Maleki
Recent theoretical work showed that approximate leave-one-out cross validation (ALO) is a computationally efficient and statistically reliable estimate of LO (and OO) for generalized linear models with differentiable regularizers.
no code implementations • 21 Jan 2020 • Victor de la Pena, Haolin Zou
Online learning to rank is a core problem in machine learning.