For the problem of model selection, full cross-validation has been proposed as alternative criterion to the traditional … cross-validation, particularly in cases where the latter one is not well defined. To justify the use of the new proposal we …

For the problem of model selection, full cross-validation has been proposed as alternative criterion to the traditional … cross-validation, particularly in cases where the latter one is not well defined. To justify the use of the new proposal we …

better than available alternatives like the Component Selection and Smoothing Operator (COSSO). Keywords: cross-validation … are lstat, crim and rm. The bold vertical line shows the value of s automatically chosen by 5-fold cross-validation (see … data driven ap- proach (e.g. cross-validation); see, for example, H ardle (1990, Chapter 5). Note that until the recent …

we do take a prediction-driven approach. We use feature (variable) selection and cross-validation algorithms to improve …