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We perform a theoretical investigation of the variance of the cross-validation estimate of the generalization error that takes into account the variability due to the choice of training sets and test examples. This allows us to propose two new estimators of this variance. We show, via...
Persistent link: https://www.econbiz.de/10005417549
In statistical machine learning, the standard measure of accuracy for models is the prediction error, i.e. the expected … as K-fold cross-validation can be used to obtain an unbiased estimator of prediction error. However, to compare learning … reused for training or testing. L'erreur de prédiction, donc la perte attendue sur des données futures, est la mesure …
Persistent link: https://www.econbiz.de/10005417557