In this article, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation (CV) method for selecting the penalty parameter. The methodology is ...

With now well-recognized nonnegligible model selection uncertainty, data analysts should no longer be satisfied with the output of a single final model from a model selection process, regardless of ...

Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...

Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Eric's career includes extensive work in both public and corporate ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...

eSpeaks’ Corey Noles talks with Rob Israch, President of Tipalti, about what it means to lead with Global-First Finance and how companies can build scalable, compliant operations in an increasingly ...