An a Priori Exponential Tail Bound for k-Folds Cross-Validation.
Karim T. Abou-MoustafaCsaba SzepesváriPublished in: CoRR (2017)
Keyphrases
- cross validation
- model selection
- support vector
- hyperparameters
- lower bound
- variable selection
- upper bound
- cross validated
- training set
- worst case
- generalization error
- regularization parameter
- regression problems
- information criterion
- unseen data
- feature selection
- ls svm
- logistic regression
- prior knowledge
- distribution free
- neural network