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When Is Accuracy Evidence? A Unified Theory of Generalisation, Validation, and Information Fusion

Gorriz, JM
arXiv (All) · Papers
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data-analysismachine-learningstatistics-and-probability
K-fold cross-validation (CV) is widely used as evidence of out-of-sample performance, although folds are neither independent experiments nor equally informative under heterogeneous data. Cross Upper-Bound Validation (CUBV) replaces point-wise CV accuracy by conservative upper bounds on true risk. He
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