agghoo

Aggregated Hold-Out Cross Validation

CRAN Package

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) doi:10.48550/arXiv.1909.04890 published in Journal of Machine Learning Research 22(20):1–55.


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