Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks.
Przemyslaw KleskPublished in: Int. J. Appl. Math. Comput. Sci. (2010)
Keyphrases
- cross validation
- model selection
- expected loss
- support vector
- hyperparameters
- variable selection
- training set
- generalization error
- upper bound
- binary classification
- cross validated
- regression problems
- lower bound
- error estimates
- probability distribution
- active learning
- worst case
- support vector machine svm
- leave one out cross validation
- unseen data
- statistical learning theory
- regularization parameter
- learning machines
- ls svm
- database
- nearest neighbor classifiers
- hyperplane
- data sets