Paper available: cross validation

[zhuh]

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