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agghoo

Aggregated Hold-Out Cross Validation

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.

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0.1-0 2026-04-09 windows/windows R-4.5 agghoo_0.1-0.zip 124.0 KiB

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