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Merge pull request #3 from cvxgrp/update-readme
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Update README with arXiv link
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dlej authored Sep 19, 2024
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This repository contains a software package implementing RandALO, a fast randomized method for risk estimation of machine learning models, as described in the paper,

P. T. Nobel, D. LeJeune, E. J. Candès. RandALO: Out-of-sample risk estimation in no time flat. 2024.
P. T. Nobel, D. LeJeune, E. J. Candès. RandALO: Out-of-sample risk estimation in no time flat. 2024. [arXiv:2409.09781](https://arxiv.org/abs/2409.09781).

Note: the experiments in the paper were performed in an earlier version of the codebase available in the [`paper-code`](https://github.com/cvxgrp/randalo/tree/paper-code) branch.

## Installation

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