An analysis of the cost of hyper-parameter selection via split-sample validation, with applications to penalized regression

Statistica Sinica

Feng J and Simon N. An analysis of the cost of hyper-parameter selection via split-sample validation, with applications to penalized regression. Statistica Sinica. 2020.

2020
https://researcherprofiles.org/profile/142620105

Feng J and Simon N