Journal
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
Volume 24, Issue 1, Pages 22-34Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TNNLS.2012.2222925
Keywords
Bootstrap; correntropy; cross-validation; error estimation; model selection; sampling
Categories
Funding
- European Union [251617]
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Estimation of the generalization ability of a classification or regression model is an important issue, as it indicates the expected performance on previously unseen data and is also used for model selection. Currently used generalization error estimation procedures, such as cross-validation (CV) or bootstrap, are stochastic and, thus, require multiple repetitions in order to produce reliable results, which can be computationally expensive, if not prohibitive. The correntropy-inspired density-preserving sampling (DPS) procedure proposed in this paper eliminates the need for repeating the error estimation procedure by dividing the available data into subsets that are guaranteed to be representative of the input dataset. This allows the production of low-variance error estimates with an accuracy comparable to 10 times repeated CV at a fraction of the computations required by CV. This method can also be used for model ranking and selection. This paper derives the DPS procedure and investigates its usability and performance using a set of public benchmark datasets and standard classifiers.
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