Concentration inequalities of the cross-validation estimator for empirical risk minimizer

DOI10.1080/02331888.2016.1261479zbMath1370.60028arXiv1011.0096OpenAlexW1635972199MaRDI QIDQ5276169

Matthieu Cornec

Publication date: 14 July 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.0096

zbMATH Keywords

VC-dimensioncross-validation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inequalities; stochastic orderings (60E15)

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Cites Work

• Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Model selection via multifold cross validation
• Adaptive Confidence Intervals for the Test Error in Classification
• Distribution-free performance bounds for potential function rules
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities

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