Improved Uniform Test Error BoundsBax, Eric (1997) Improved Uniform Test Error Bounds. Technical Report. California Institute of Technology. [CaltechCSTR:1997.cs-tr-97-15] Full text available as:
AbstractWe derive distribution-free uniform test error bounds that improve on VC-type bounds for validation. We show how to use knowledge of test inputs to improve the bounds. The bounds are sharp, but they require intense computation. We introduce a method to trade sharpness for speed of computation. Also, we compute the bounds for several test cases.
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