A Swiss army infinitesimal jackknife

A Swiss army infinitesimal jackknife

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 du...

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Bibliographic Details
Main Authors: Jordan, MI, Stephenson, William T.(William Thomas), Broderick, Tamara A
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: PMLR 2020
Online Access:https://hdl.handle.net/1721.1/128774

Internet

https://hdl.handle.net/1721.1/128774

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