Validation of Average Error Rate Over ClassifiersBax, Eric (1997) Validation of Average Error Rate Over Classifiers. Technical Report. California Institute of Technology. [CaltechCSTR:1997.cs-tr-97-17] Full text available as:
AbstractWe examine methods to estimate the average and variance of test error rates over a set of classifiers. We begin with the process of drawing a classifier at random for each example. Given validation data, the average test error rate can be estimated as if validating a single classifier. Given the test example inputs, the variance can be computed exactly. Next, we consider the process of drawing a classifier at random and using it on all examples. Once again, the expected test error rate can be validated as if validating a single classifier. However, the variance must be estimated by validating all classifers, which yields loose or uncertain bounds.
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