Robust Cross-Validation Score Function for Non-linear Function Estimation
نویسندگان
چکیده
In this paper a new method for tuning regularisation parameters or other hyperparameters of a learning process (non-linear function estimation) is proposed, called robust cross-validation score function (CV S−fold). CV Robust S−fold is effective for dealing with outliers and nonGaussian noise distributions on the data. Illustrative simulation results are given to demonstrate that the CV S−fold method outperforms other cross-validation methods.
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