| |
| | What are cross-validation and bootstrapping? |
 | | The crucial distinction between cross-validation and split-sample validation is that with cross-validation, after guessing the "best" subset, we train the linear regression model for that subset using all n cases, but with split-sample validation, only t cases are ever used for training. |
 | | The distinction between cross-validation and split-sample validation is extremely important because cross-validation is markedly superior for small data sets; this fact is demonstrated dramatically by Goutte (1997) in a reply to Zhu and Rohwer (1996). |
 | | Kearns, M. (1997), "A bound on the error of cross validation using the approximation and estimation rates, with consequences for the training-test split," Neural Computation, 9, 1143-1161. |
| www.faqs.org /faqs/ai-faq/neural-nets/part3/section-12.html |
|