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No Unbiased Estimator of the Variance of K-Fold Cross-Validation
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2004
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Artificial IntelligenceParameter EstimationStatistical LearningEngineeringMachine LearningMachine Learning ToolEmpirical AlgorithmicsDifferent AlgorithmsGeneralization ErrorData MiningEstimation TheoryStatisticsComputational Learning TheoryMachine Learning ModelEstimation StatisticPredictive AnalyticsKnowledge DiscoveryQuantitative ExperimentsComputer ScienceStatistical Learning TheoryUnbiased EstimatorStatistical InferenceMedicine
Most machine learning researchers perform quantitative experiments to estimate generalization error and compare the performance of different algorithms (in particular, their proposed algorithm). In...