Cross-validation, bootstrap, and support vector machines

  • Authors:
  • Masaaki Tsujitani;Yusuke Tanaka

  • Affiliations:
  • Division of Informatics and Computer Sciences, Graduate School of Engineering, Osaka Electro-Communication University, Osaka, Japan and Biometrics Department, Statistics Analysis Division, EPS Co. ...;Division of Informatics and Computer Sciences, Graduate School of Engineering, Osaka Electro-Communication University, Osaka, Japan and Biometrics Department, Statistics Analysis Division, EPS Co. ...

  • Venue:
  • Advances in Artificial Neural Systems
  • Year:
  • 2011

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Abstract

This paper considers the applications of resampling methods to support vector machines (SVMs). We take into account the leaving-one-out cross-validation (CV) when determining the optimum tuning parameters and bootstrapping the deviance in order to summarize the measure of goodness-of-fit in SVMs. The leaving-one-out CV is also adapted in order to provide estimates of the bias of the excess error in a prediction rule constructed with training samples. We analyze the data from a mackerel-egg survey and a liver-disease study.