Department of Statistics, University of California, Berkeley, California, CA 94720, USA; Department of Statistics, Stanford University, California, CA 94305, USA
Pratik Patil, Daniel LeJeune
asymptotic freeness;sketching;ensembles;ridge regression;generalized cross-validation;tuning
Asymptotically Free Sketched Ridge Ensembles: Risks, Cross-Validation, and Tuning