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-   -   Cross validation estimate (http://book.caltech.edu/bookforum/showthread.php?t=4672)

ntvy95 05-10-2016 08:36 PM
Cross validation estimate
 
On the page 147, the book states:

Quote:
In this case, the cross validation estimate will on average be an upper estimate for the out-of-sample error
My question is: Is this a leap of faith (due to "The fact that more training data lead to a better final hypothesis has been extensively verified empiricaly, although it is challenging to prove theoretically" on page 141) or is it proved?

And also by "challenging to prove", does it mean that no one has proved it yet or is it just too complicated to present in the book?

Thank you very much.

(Anyway, I've just noticed that the dot "." before the sentence I quoted on the page 141 was not properly put.)

magdon 05-18-2016 03:15 PM
Re: Cross validation estimate
 
It need not be true in general and it is challenging to describe simple conditions for which one can prove it to be true.
Quote:
Originally Posted by ntvy95 (Post 12350)
On the page 147, the book states:



My question is: Is this a leap of faith (due to "The fact that more training data lead to a better final hypothesis has been extensively verified empiricaly, although it is challenging to prove theoretically" on page 141) or is it proved?

And also by "challenging to prove", does it mean that no one has proved it yet or is it just too complicated to present in the book?

Thank you very much.

(Anyway, I've just noticed that the dot "." before the sentence I quoted on the page 141 was not properly put.)

ntvy95 05-21-2016 06:45 AM
Re: Cross validation estimate
 
Quote:
Originally Posted by magdon (Post 12360)
It need not be true in general and it is challenging to describe simple conditions for which one can prove it to be true.
Thank you very much!


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