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New paper questions cross-validation stability for model comparison

A new paper published on arXiv demonstrates that cross-validation, a common statistical technique for comparing machine learning models, can produce unstable and invalid inferences. The research specifically highlights that the Lasso and soft-thresholding methods, despite being individually stable, can lead to unreliable comparisons. This instability calls into question the routine use of cross-validation for model comparison without prior verification of relative stability. AI

IMPACT Highlights potential flaws in standard model evaluation techniques, urging caution in interpreting comparative results.

RANK_REASON The cluster contains an academic paper detailing a new research finding about statistical methods in machine learning. [lever_c_demoted from research: ic=1 ai=1.0]

Read on arXiv stat.ML →

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New paper questions cross-validation stability for model comparison

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The cluster contains an academic paper detailing a new research finding about statistical methods in machine learning. [lever_c_demoted from research: ic=1 ai=1.0]
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COVERAGE [1]

  1. arXiv stat.ML TIER_1 English(EN) · Alexandre Bayle, Lucas Janson, Lester Mackey ·

    The Relative Instability of Model Comparison with Cross-validation

    arXiv:2508.04409v3 Announce Type: replace Abstract: Cross-validation (CV) is known to provide asymptotically exact tests and confidence intervals for model improvement but only when the model comparison is relatively stable. Surprisingly, we prove that even simple, individually s…