Description
Aggregated Hold-Out Cross Validation.
Description
The 'agghoo' procedure is an alternative to usual cross-validation. Instead of choosing the best model trained on V subsamples, it determines a winner model for each subsample, and then aggregates the V outputs. For the details, see "Aggregated hold-out" by Guillaume Maillard, Sylvain Arlot, Matthieu Lerasle (2021) <arXiv:1909.04890> published in Journal of Machine Learning Research 22(20):1--55.
README.md
agghoo
R package for model selection based on aggregation. Alternative to standard cross-validation.
Install the package
From GitHub: devtools::install_github("yagu0/agghoo")
Locally, in a terminal: R CMD INSTALL .
Use the package
library(agghoo)
?agghoo