Cross-validation

Automatic cross-validation in structured models: Is it time to leave out leave-one-out?
Standard techniques such as leave-one-out cross-validation (LOOCV) might not be suitable for evaluating the predictive performance of …
Aritz Adin, Elias Teixeira Krainski, Amanda Lenzi, Zhedong Liu, Joaquín Martínez-Minaya, Haavard Rue
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Automatic cross-validation in structured models: Is it time to leave out leave-one-out?