AK-fold averaging cross-validation procedure
نویسندگان
چکیده
منابع مشابه
A K-fold Averaging Cross-validation Procedure.
Cross-validation type of methods have been widely used to facilitate model estimation and variable selection. In this work, we suggest a new K-fold cross validation procedure to select a candidate 'optimal' model from each hold-out fold and average the K candidate 'optimal' models to obtain the ultimate model. Due to the averaging effect, the variance of the proposed estimates can be significan...
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1 Motivations In machine learning, the standard measure of accuracy for models is the prediction error (PE), i.e. the expected loss on future examples. We consider here the i.i.d. regression or classification setups, where future examples are assumed to be independently sampled from the distribution that generated the training set. When the data distribution is unknown, PE cannot be computed. T...
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ژورنال
عنوان ژورنال: Journal of Nonparametric Statistics
سال: 2015
ISSN: 1048-5252,1029-0311
DOI: 10.1080/10485252.2015.1010532