Distribution-free performance bounds with the resubstitution error estimate (Corresp.)

  • Authors:
  • L. Devroye;T. Wagner

  • Affiliations:
  • -;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

Probability inequalities are given for the deviation of the resubstitution error estimate from the unknown conditional probability of error. The inequalities are distribution free and can be applied to linear discrimination rules, to nearest neighbor rules with a reduced sample size, and to histogram rules.