Correcting the Optimal Resampling‐Based Error Rate by Estimating the Error Rate of Wrapper Algorithms

DOI10.1111/biom.12041zbMath1429.62234OpenAlexW1942197703WikidataQ34812941 ScholiaQ34812941MaRDI QIDQ2861958

Christoph Bernau, Anne-Laure Boulesteix, Thomas Augustin

Publication date: 13 November 2013

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.12041

zbMATH Keywords

classificationhigh-dimensional datamethod selection biasrepeated subsamplingtuning bias

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation, Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?, Machine learning versus statistical modeling

Uses Software

• mvtnorm

Cites Work

• Computing a nearest symmetric positive semidefinite matrix
• Inference for the generalization error
• A bias correction for the minimum error rate in cross-validation