Bounds for Validation

  • Authors:
  • Wojciech Jaworski

  • Affiliations:
  • Faculty of Mathematics, Computer Science and Mechanics Warsaw University, Banacha 2, 02-097 Warsaw, Poland. E-mail: wjaworski@mimuw.edu.pl

  • Venue:
  • Fundamenta Informaticae
  • Year:
  • 2006

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Abstract

In this paper we derive the bounds for Validation (known also as Hold-Out Estimate and Train-and-Test Method). We present the best possible bound in the case of 0-1 valued loss function. We also provide the tables where the least sample size is calculated that is necessary for obtaining the bound for a given estimation rate and reliability of estimation. For an arbitrary bounded loss function we present the optimal bound approximation with any given accuracy.