作者
Mans Magnusson, Michael Riis Andersen, Johan Jonasson, Aki Vehtari
发表日期
2019
研讨会论文
36th International Conference on Machine Learning
页码范围
7505-7525
出版商
International Machine Learning Society (IMLS)
简介
Model inference, such as model comparison, model checking, and model selection, is an important part of model development. Leave-one-out cross-validation (LOO) is a general approach for assessing the generalizability of a model, but unfortunately, LOO does not scale well to large datasets. We propose a combination of using approximate inference techniques and probability-proportional-to-size-sampling (PPS) for fast LOO model evaluation for large datasets. We provide both theoretical and empirical results showing good properties for large data.
引用总数
20182019202020212022202320241797102
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M Magnusson, M Andersen, J Jonasson, A Vehtari - International Conference on Machine Learning, 2019
MR Andersen, M Magnusson, J Jonasson, A Vehtari - 36th International Conference on Machine Learning, 2019
M Magnusson, A Vehtari, M Andersen - Symposium on Advances in Approximate Bayesian …, 2018