Title
Near-Optimal Bounds for Cross-Validation via Loss Stability.
Abstract
Multi-fold cross-validation is an established practice to estimate the error rate of a learning algorithm. Quantifying the variance reduction gains due to cross-validation has been challenging due to the inherent correlations introduced by the folds. In this work we introduce a new and weak measure of stability called \emphloss stability and relate the cross-validation performance to loss stability; we also establish that this relationship is near-optimal. Our work thus quantitatively improves the current best bounds on cross-validation.
Year
Venue
Field
2013
ICML
Mathematical optimization,Computer science,Word error rate,Variance reduction,Cross-validation
DocType
Citations 
PageRank 
Conference
3
0.37
References 
Authors
14
4
Name
Order
Citations
PageRank
Ravi Kumar1139321642.48
Daniel Lokshtanov21438110.05
Sergei Vassilvitskii32750139.31
Andrea Vattani417111.45