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COLT
1999
Springer
13 years 9 months ago
Regret Bounds for Prediction Problems
We present a unified framework for reasoning about worst-case regret bounds for learning algorithms. This framework is based on the theory of duality of convex functions. It brin...
Geoffrey J. Gordon
COLT
1999
Springer
13 years 9 months ago
Beating the Hold-Out: Bounds for K-fold and Progressive Cross-Validation
The empirical error on a test set, the hold-out estimate, often is a more reliable estimate of generalization error than the observed error on the training set, the training estim...
Avrim Blum, Adam Kalai, John Langford