Related papers: Estimating Subagging by cross-validation
Confidence measures for the generalization error are crucial when small training samples are used to construct classifiers. A common approach is to estimate the generalization error by resampling and then assume the resampled estimator…
Prediction error is critical to assessing the performance of statistical methods and selecting statistical models. We propose the cross-validation and approximated cross-validation methods for estimating prediction error under a broad…
As a technique that can compactly represent complex patterns, machine learning has significant potential for predictive inference. K-fold cross-validation (CV) is the most common approach to ascertaining the likelihood that a machine…
We investigate the accuracy of the two most common estimators for the maximum expected value of a general set of random variables: a generalization of the maximum sample average, and cross validation. No unbiased estimator exists and we…
Choosing models from a hypothesis space is a frequent task in approximation theory and inverse problems. Cross-validation is a classical tool in the learner's repertoire to compare the goodness of fit for different reconstruction models.…
This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…
We study the mean-squared error of $k$-fold cross-validation as a risk estimator, with particular emphasis on how its accuracy depends on the number of folds $k$. Despite the widespread use of cross-validation, principled guidance for…
Cross-Validation (CV) is the default choice for evaluating the performance of machine learning models. Despite its wide usage, their statistical benefits have remained half-understood, especially in challenging nonparametric regimes. In…
Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which…
We conduct a non asymptotic study of the Cross Validation (CV) estimate of the generalization risk for learning algorithms dedicated to extreme regions of the covariates space. In this Extreme Value Analysis context, the risk function…
Cross-validation is a popular non-parametric method for evaluating the accuracy of a predictive rule. The usefulness of cross-validation depends on the task we want to employ it for. In this note, I discuss a simple non-parametric setting,…
The Maximum Likelihood (ML) and Cross Validation (CV) methods for estimating covariance hyper-parameters are compared, in the context of Kriging with a misspecified covariance structure. A two-step approach is used. First, the case of the…
Cross-validation (CV) is a popular method for model-selection. Unfortunately, it is not immediately obvious how to apply CV to unsupervised or exploratory contexts. This thesis discusses some extensions of cross-validation to unsupervised…
We establish a general upper bound for $K$-fold cross-validation ($K$-CV) errors that can be adapted to many $K$-CV-based estimators and learning algorithms. Based on Rademacher complexity of the model and the Orlicz-$\Psi_{\nu}$ norm of…
Many versions of cross-validation (CV) exist in the literature; and each version though has different variants. All are used interchangeably by many practitioners; yet, without explanation to the connection or difference among them. This…
Cross-validation is the de facto standard for predictive model evaluation and selection. In proper use, it provides an unbiased estimate of a model's predictive performance. However, data sets often undergo various forms of data-dependent…
Cross-validation is a statistical tool that can be used to improve large covariance matrix estimation. Although its efficiency is observed in practical applications and a convergence result towards the error of the non linear shrinkage is…
Cross-validation is a widely used technique for evaluating the performance of prediction models, ranging from simple binary classification to complex precision medicine strategies. It helps correct for optimism bias in error estimates,…
Cross-validation is the workhorse of modern applied statistics and machine learning, as it provides a principled framework for selecting the model that maximizes generalization performance. In this paper, we show that the cross-validation…
The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…