Lower Bounds for Training and Leave-One-Out Estimates of the Generalization Error

  • Authors:
  • Gérald Gavin;Olivier Teytaud

  • Affiliations:
  • -;-

  • Venue:
  • ICANN '02 Proceedings of the International Conference on Artificial Neural Networks
  • Year:
  • 2002

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Abstract

In this paper, we compare two well-known estimates of the generalization error : the training error and the leave-one-out error. We focuse our work on lower bounds on the performance of these estimates. Contrary to the common intuition, we show that in the worst case the leave-one-out estimate is worse than the training error.