Leave-one-out cross-validation is risk consistent for lasso

Leave-one-out cross-validation is risk consistent for lasso

Homrighausen, Darren, McDonald, Daniel J.
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Volume:
97
Language:
english
Journal:
Machine Learning
DOI:
10.1007/s10994-014-5438-z
Date:
October, 2014
File:
PDF, 226 KB
english, 2014
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