Statistical Theory of Overtraining - Is Cross-Validation Asymptotically Effective?
Shun-ichi AmariNoboru MurataKlaus-Robert MüllerMichael FinkeHoward Hua YangPublished in: NIPS (1995)
Keyphrases
- cross validation
- model selection
- hyperparameters
- variable selection
- generalization error
- training set
- cross validated
- regularization parameter
- information criterion
- ls svm
- sample size
- error estimates
- regression problems
- support vector
- gaussian process
- statistical inference
- probabilistic model
- nearest neighbor classifiers
- data sets