Bengio, Yoshua; Grandvalet, Yves - Centre Interuniversitaire de Recherche en Analyse des … - 2003
as K-fold cross-validation can be used to obtain an unbiased estimator of prediction error. However, to compare learning … algorithms one needs to also estimate the uncertainty around the cross-validation estimator, which is important because it can be … the data used to form the cross-validation estimator. The main result of this paper is that there is no universal …