Cross-validation Confidence Intervals for Test Error.
Pierre BayleAlexandre BayleLucas JansonLester MackeyPublished in: CoRR (2020)
Keyphrases
- cross validation
- confidence intervals
- generalization error
- model selection
- error estimates
- sample size
- hyperparameters
- training set
- support vector
- cross validated
- error estimation
- variance reduction
- statistical tests
- stochastic systems
- error rate
- unseen data
- markov chain
- monte carlo
- ls svm
- conditional probabilities
- feature selection
- learning algorithm
- test set
- permutation tests
- training examples
- objective function