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A survey of cross-validation procedures for model selection

Author(s): Sylvain Arlot | Alain Celisse

Journal: Statistics Surveys
ISSN 1935-7516

Volume: 4;
Start page: 40;
Date: 2010;
Original page

Keywords: Model selection | Cross-validation | Leave-one-out

Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its (apparent) universality. Many results exist on model selection performances of cross-validation procedures. This survey intends to relate these results to the most recent advances of model selection theory, with a particular emphasis on distinguishing empirical statements from rigorous theoretical results. As a conclusion, guidelines are provided for choosing the best cross-validation procedure according to the particular features of the problem in hand.

Tango Jona
Tangokurs Rapperswil-Jona

RPA Switzerland

Robotic Process Automation Switzerland