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Apr, 2019
大数据贝叶斯留一验证
Bayesian leave-one-out cross-validation for large data
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Måns Magnusson, Michael Riis Andersen, Johan Jonasson, Aki Vehtari
TL;DR
模型推理是模型开发的重要部分，Leave-one-out交叉验证方法在评估模型泛化能力方面普遍适用，但是不适用于大型数据集。我们提出了一种结合近似推理技术和大小为概率比例采样的方法，用于快速评估大型数据集的LOO模型，提供了理论和实证结果来说明其性能优良。
Abstract
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 generalizabi
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