[PDF][PDF] On over-fitting in model selection and subsequent selection bias in performance evaluation

GC Cawley, NLC Talbot - The Journal of Machine Learning Research, 2010 - jmlr.org
Abstract Model selection strategies for machine learning algorithms typically involve the
numerical optimisation of an appropriate model selection criterion, often based on an …

Model evaluation, model selection, and algorithm selection in machine learning

S Raschka - arXiv preprint arXiv:1811.12808, 2018 - arxiv.org
The correct use of model evaluation, model selection, and algorithm selection techniques is
vital in academic machine learning research as well as in many industrial settings. This …

Reconciling modern machine-learning practice and the classical bias–variance trade-off

M Belkin, D Hsu, S Ma… - Proceedings of the …, 2019 - National Acad Sciences
Breakthroughs in machine learning are rapidly changing science and society, yet our
fundamental understanding of this technology has lagged far behind. Indeed, one of the …

[PDF][PDF] A bound on the error of cross validation using the approximation and estimation rates, with consequences for the training-test split

M Kearns - Advances in neural information processing …, 1995 - proceedings.neurips.cc
We analyze the performance of cross validation 1 in the context of model selection and
complexity regularization. We work in a setting in which we must choose the right number of …

No unbiased estimator of the variance of k-fold cross-validation

Y Bengio, Y Grandvalet - Advances in Neural Information …, 2003 - proceedings.neurips.cc
Most machine learning researchers perform quantitative experiments to estimate
generalization error and compare algorithm performances. In order to draw statistically …

Hoeffding races: Accelerating model selection search for classification and function approximation

O Maron, A Moore - Advances in neural information …, 1993 - proceedings.neurips.cc
Selecting a good model of a set of input points by cross validation is a computationally
intensive process, especially if the number of possible models or the number of training …

Performance evaluation in machine learning: the good, the bad, the ugly, and the way forward

P Flach - Proceedings of the AAAI conference on artificial …, 2019 - aaai.org
This paper gives an overview of some ways in which our understanding of performance
evaluation measures for machine-learned classifiers has improved over the last twenty …

Evaluation of regression models: Model assessment, model selection and generalization error

F Emmert-Streib, M Dehmer - Machine learning and knowledge extraction, 2019 - mdpi.com
When performing a regression or classification analysis, one needs to specify a statistical
model. This model should avoid the overfitting and underfitting of data, and achieve a low …

[PDF][PDF] A unified view of performance metrics: Translating threshold choice into expected classification loss

J Hernández-Orallo, P Flach, C Ferri Ramírez - Journal of Machine …, 2012 - jmlr.org
Many performance metrics have been introduced in the literature for the evaluation of
classification performance, each of them with different origins and areas of application …

Model selection for small sample regression

O Chapelle, V Vapnik, Y Bengio - Machine Learning, 2002 - Springer
Abstract Model selection is an important ingredient of many machine learning algorithms, in
particular when the sample size in small, in order to strike the right trade-off between …