Cross-validation Confidence Intervals for Test Error.
Pierre BayleAlexandre BayleLucas JansonLester MackeyPublished in: NeurIPS (2020)
Keyphrases
- cross validation
- confidence intervals
- generalization error
- model selection
- error estimates
- sample size
- hyperparameters
- support vector
- stochastic systems
- training set
- variance reduction
- cross validated
- monte carlo
- permutation tests
- hypothesis testing
- error rate
- error estimation
- information criterion
- test set
- roc curve
- decision trees
- nearest neighbor classifiers
- unseen data
- learning algorithm
- statistical tests
- test data
- probability distribution
- regression model