Paper available: cross validation
zhuh
zhuh at helios.aston.ac.uk
Tue Feb 20 11:48:58 EST 1996
FTP-host: cs.aston.ac.uk
FTP-file: neural/zhuh/nflcv.ps.Z
URL: ftp://cs.aston.ac.uk/neural/zhuh/nflcv.ps.Z
To appear in Neural Computation.
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No Free Lunch For Cross Validation
Huaiyu Zhu and Richard Rohwer
Neural Computing Research Group
Aston University, Birmingham B4 7ET, UK
Abstract
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It is known theoretically that an algorithm cannot be good for an
arbitrary prior. We show that in practical terms this also applies
to the technique of ``cross validation'', which has been widely
regarded as defying this general rule. Numerical examples are
analysed in detail. Their implications to researches on learning
algorithms are discussed.
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--
Huaiyu Zhu, PhD email: H.Zhu at aston.ac.uk
Neural Computing Research Group http://neural-server.aston.ac.uk/People/zhuh
Dept of Computer Science ftp://cs.aston.ac.uk/neural/zhuh
and Applied Mathematics tel: +44 121 359 3611 x 5427
Aston University, fax: +44 121 333 6215
Birmingham B4 7ET, UK
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