Estimating the Standard Error of Cross-Validation-Based Estimators of Classification Rules Performance

1 Aug 2019Waleed A. Yousef

First, we analyze the variance of the Cross Validation (CV)-based estimators used for estimating the performance of classification rules. Second, we propose a novel estimator to estimate this variance using the Influence Function (IF) approach that had been used previously very successfully to estimate the variance of the bootstrap-based estimators... (read more)

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