Confidence intervals for the risks of regression models

  • Authors:
  • Imhoi Koo;Rhee Man Kil

  • Affiliations:
  • Division of Applied Mathematics, Korea Advanced Institute of Science and Technology, Daejeon, Korea;Division of Applied Mathematics, Korea Advanced Institute of Science and Technology, Daejeon, Korea

  • Venue:
  • ICONIP'06 Proceedings of the 13 international conference on Neural Information Processing - Volume Part I
  • Year:
  • 2006

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Abstract

The empirical risks of regression models are not accurate since they are evaluated from the finite number of samples. In this context, we investigate the confidence intervals for the risks of regression models, that is, the intervals between the expected and empirical risks. The suggested method of estimating confidence intervals can provide a tool for predicting the performance of regression models.