A New Formula for Faster Computation of the K-Fold Cross-Validation and Good Regularisation Parameter Values in Ridge Regression

A New Formula for Faster Computation of the K-Fold Cross-Validation and Good Regularisation Parameter Values in Ridge Regression

In the present paper, we prove a new theorem, resulting in an update formula for linear regression model residuals calculating the exact k-fold cross-validation residuals for any choice of cross-validation strategy without model refitting. The required matrix inversions are limited by the cross-vali...

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Bibliographic Details
Main Authors: Kristian Hovde Liland, Joakim Skogholt, Ulf Geir Indahl
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
Cross-validation
GCV
PRESS statistic
ridge regression
SVD
Tikhonov regularisation
Online Access:https://ieeexplore.ieee.org/document/10411898/

Internet

https://ieeexplore.ieee.org/document/10411898/

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