arXiv Machine Learning July 13, 2026 By Karun Adusumilli, Maximilian Kasy, Ashia Wilson

From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators

Read the original on arXiv Machine Learning →

arXiv:2603. 20388v2 Announce Type: replace-cross Abstract: We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by $n$-fold cross-validation (CV).

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