Bias in error estimation when using cross-validation for model selection.
Sudhir VarmaRichard SimonPublished in: BMC Bioinform. (2006)
Keyphrases
- model selection
- error estimation
- cross validation
- hyperparameters
- generalization error
- error estimates
- variable selection
- parameter estimation
- meta learning
- machine learning
- statistical inference
- regression model
- sample size
- model selection criteria
- information criterion
- feature selection
- mixture model
- gaussian process
- leave one out cross validation
- selection criterion
- maximum likelihood
- classification accuracy
- learning algorithm