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-   -   question about cross validation (http://book.caltech.edu/bookforum/showthread.php?t=4589)

zhenlanwang 02-07-2015 12:33 PM

question about cross validation
First of all, I would like to thank you for setting up this website for reader like myself.

For "normal" validation, the aim is to estimate out of sample error for a given hypothesis, which depends on D-train.

For cross validation, the aim seems to have changed to estimate out of sample error for averaged hypothesis each trained with N-1 data points. Essentially, the estimates is about the expectation of out of sample error over all N-1 training set.

My question is how to resolve the inconsistency? Thank you.:D


htlin 02-15-2015 06:14 PM

Re: question about cross validation
The purpose of cross validation is to estimate the performance of a model (under some specific parameter setting) rather than of the "average" hypotheses. Hope this helps.

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