A relation between log-likelihood and cross-validation log-scores
Methodology
2019-08-26 v1 Information Theory
math.IT
Abstract
It is shown that the log-likelihood of a hypothesis or model given some data is equivalent to an average of all leave-one-out cross-validation log-scores that can be calculated from all subsets of the data. This relation can be generalized to any -fold cross-validation log-scores.
Cite
@article{arxiv.1908.08741,
title = {A relation between log-likelihood and cross-validation log-scores},
author = {PierGianLuca Porta Mana},
journal= {arXiv preprint arXiv:1908.08741},
year = {2019}
}
Comments
8 pages