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Analysis and estimation of the variance of cross-validation estimators of the generalization error: A short review

  • Columbia University

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

1 Scopus citations

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 languageEnglish
Title of host publicationFrontiers of Applied and Computational Mathematics
Subtitle of host publicationNew Jersey Institute of Technology, USA, 19 - 21 May 2008
PublisherWorld Scientific Publishing Co.
Pages206-212
Number of pages7
ISBN (Electronic)9789812835291
ISBN (Print)9789812835284
DOIs
StatePublished - Jan 1 2008

Keywords

  • Classification
  • Cross-validation
  • Estimation
  • Generalization error
  • Regression

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