LFD Book Forum What happens when error cannot be computed (is infinite) with leave-one-out CV?

#1
08-22-2012, 01:16 PM
 tadworthington Member Join Date: Jun 2012 Location: Chicago, IL Posts: 32
What happens when error cannot be computed (is infinite) with leave-one-out CV?

I thought of this while working on the homework for the class. Let's say I have three points: (-1,0), (1,0), and (1,1). I want to use a linear model (h(x) = mx + b) to do the fitting, and I use LOO to check my cross validation error. The problem becomes apparent right away:

Code:
Leave out (-1,0), and fit (1,0), (1,1).  Fitting gives a vertical line, x = 1.
Of course, I am now unable to compute the squared error for the point (-1,0) that was left out - the error will be infinite.

Is the solution that I can't choose a vertical line (x = k, for some k) when fitting the data?

 Tags cross-validation

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