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Why You Shouldn’t Always Use K-Fold Cross Validation

K-Fold cross validation is popular in machine learning, but it’s not always the best choice. Discover the limitations and ...
Denis Chetverikov, Zhipeng Liao, Victor Chernozhukov, ON CROSS-VALIDATED LASSO IN HIGH DIMENSIONS, The Annals of Statistics, Vol. 49, No. 3 (June 2021), pp. 1300-1317 ...