- Leave-one-out CV for Lasso
- Asymptotics of Cross Validation
Bayesian Leave-One-Out Cross Validation
This note is for Magnusson, M., Andersen, M., Jonasson, J., & Vehtari, A. (2019). Bayesian leave-one-out cross-validation for large data. Proceedings of the 36th International Conference on Machine Learning, 4244–4253.
- Bayesian Sparse Multiple Regression
Cross-Validation for High-Dimensional Ridge and Lasso
This note collects several references on the research of cross-validation.
- Surprises in High-Dimensional Ridgeless Least Squares Interpolation
Illustrations of Support Vector Machines
Use the e1071 library in R to demonstrate the support vector classifier and the SVM.