Abstract
We briefly review research on the estimation of variance of cross validation estimators of the generalization error of computer algorithms. A general methodology for analyzing and estimating the variance of cross validation estimators of the generalization error is also discussed in some detail.
| Original language | English |
|---|---|
| Title of host publication | Frontiers of Applied and Computational Mathematics |
| Subtitle of host publication | New Jersey Institute of Technology, USA, 19 - 21 May 2008 |
| Publisher | World Scientific Publishing Co. |
| Pages | 206-212 |
| Number of pages | 7 |
| ISBN (Electronic) | 9789812835291 |
| ISBN (Print) | 9789812835284 |
| DOIs | |
| State | Published - Jan 1 2008 |
Keywords
- Classification
- Cross-validation
- Estimation
- Generalization error
- Regression
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