Leave-Many-Out crossvalidation

The “leave-many-out” crossvalidation method was firstly described in 1975. [3] Later the asymptotic consistence of the method was proved. [2] Because of combinatorial complexity of the calculation resulted in low productivity, some simplifications were developed for the method. The evaluation of the results of “leave-many-out” crossvalidation can be done using Monte Carlo approach. [1]

References:

  1. Xu Q.-S.; Liang Y.-Z. Monte Carlo cross validation Chemom. Intell. Lab. Syst. 2001, 56, 1-11.
  2. Stone M. An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaike’s Criterion  J. R. Stat. Soc., B 1977, 38, 44-47.
  3. Geisser, S. The Predictive Sample Reuse Method with Application J. Amer. Stat.Ass. 1975, 70, 320-328.

 

   
       
       
   
 
   
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