Leave-One-Out Prediction for General Hypothesis Classes
arXiv:2603.02043v1 Announce Type: cross Abstract: Leave-one-out (LOO) prediction provides a principled, data-dependent measure of generalization, yet guarantees in fully transductive settings remain poorly understood beyond specialized models. We introduce Median of Level-Set Aggregation (MLSA), a general aggregation procedure based on empirical-risk level sets around the ERM. For arbitrary fixed datasets and losses satisfying a mild monotonicity condition, we establish a multiplicative oracle inequality for the LOO error of the form [ LOO_S(hat{h}) ;le; C cdot frac{1}{n} min_{hin H} […]