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FUIN
2006

Bounds for Validation

13 years 3 months ago
Bounds for Validation
In this paper we derive the bounds for Validation (known also as Hold-Out Estimate and Train-and-Test Method). We present the best possible bound in the case of 0-1 valued loss function. We also provide the tables where the least sample size is calculated that is necessary for obtaining the bound for a given estimation rate and reliability of estimation. For an arbitrary bounded loss function we present the optimal bound approximation with any given accuracy.
Wojciech Jaworski
Added 12 Dec 2010
Updated 12 Dec 2010
Type Journal
Year 2006
Where FUIN
Authors Wojciech Jaworski
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