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...
Main Authors: | Jordan, MI, Stephenson, William T.(William Thomas), Broderick, Tamara A |
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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 |
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