Cross-validation failure: Small sample sizes lead to large error bars.
Gaël VaroquauxPublished in: NeuroImage (2018)
Keyphrases
- cross validation
- sample size
- model selection
- generalization error
- error estimates
- small sample
- error estimation
- information criterion
- hyperparameters
- hypothesis tests
- random sample
- variance reduction
- cross validated
- random sampling
- variable selection
- regression problems
- training set
- upper bound
- mixture model
- machine learning
- statistical tests
- covariance matrix
- gaussian process
- confidence intervals
- feature selection
- selection criterion
- statistical power
- error rate
- factor analysis
- supervised learning
- data sets
- unseen data
- support vector
- computational complexity
- least squares
- leave one out cross validation
- error bounds
- ls svm
- maximum likelihood