No free lunch for cross-validation

被引:37
作者
Zhu, HY
Rohwer, R
机构
[1] Neural Computing Research Group, Dept. of Comp. Sci. and Appl. Math., Aston University
关键词
D O I
10.1162/neco.1996.8.7.1421
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
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 analyzed in detail. Their implications to researches on learning algorithms are discussed.
引用
收藏
页码:1421 / 1426
页数:6
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