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Approximate cross validation for sparse generalized linear models

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Figure  1-1:  Scaling  of  existing  methods  for  approximate  cross  validation  for  unreg- unreg-ularized  linear  regression
Figure  4-2:  Illustration  of  the  role  of  support  recovery  in  the  accuracy  of  the  ap- ap-proximation  in  Eq
Figure  4-3:  (Left:)  Accuracy  for  real  data  experiments  in  Section  4.3.  For  each dataset,  we  give  the  accuracy  of  approximate  CV  compared  to  exact  CV  for  both  f2
Figure  4-4:  Experiment  for  selecting  A  from  Section  4.4.  (Left:)  Despite  being  very accurate  for  higher  values  of  A,  approximate  CV's  degredation  in  accuracy  for  lower values  of  A  (which  corresponds  to  a  larger  S)  causes  t

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