On the Dangers of Cross-Validation. An Experimental Evaluation.
R. Bharat RaoGlenn FungPublished in: SDM (2008)
Keyphrases
- cross validation
- experimental evaluation
- model selection
- support vector
- cross validated
- training set
- variable selection
- hyperparameters
- generalization error
- regression problems
- unseen data
- error estimates
- regularization parameter
- leave one out cross validation
- data sets
- ls svm
- information criterion
- database
- multi class
- upper bound
- genetic algorithm
- binary classifiers
- neural network