On the use of cross-validation to assess performance in multivariate prediction.
Philip JonathanWojtek J. KrzanowskiW. V. McCarthyPublished in: Stat. Comput. (2000)
Keyphrases
- cross validation
- model selection
- support vector
- prediction accuracy
- hyperparameters
- regression model
- training set
- regression problems
- variable selection
- ls svm
- prediction model
- cross validated
- error estimates
- regularization parameter
- information criterion
- generalization error
- least squares support vector machine
- permutation tests
- machine learning
- unseen data
- radial basis function