Fast computation of cross-validated properties in full linear leave-many-out procedures

被引:40
作者
Besalú, E [1 ]
机构
[1] Univ Girona, Inst Computat Chem, Barcelona, Spain
[2] Univ Girona, Dept Chem, Barcelona, Spain
关键词
leave-one-out; leave-many-out; leave-n-out theorem; cross-validation; multiple linear regression;
D O I
10.1023/A:1010924406885
中图分类号
O6 [化学];
学科分类号
0703 [化学];
摘要
A general theorem which allows the fast and direct computation of predicted properties in a full multiple linear leave-many-out procedure is demonstrated by induction. The result allows the description of a general algorithm which only requires a single multiple linear regression calculation. From the data generated by this fitting, in a full leave-n-out procedure involving a set of m objects, the resolution of ((m)(n)) linear systems of equations of dimension n x n suffices to obtain all the sets of cross-validated properties.
引用
收藏
页码:191 / 204
页数:14
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