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A Study of Cross-Validation and Bootstrap for Accuracy Estimation and Model Selectionby: Ron Kohavi
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AbstractWe review accuracy estimation methods and compare the two most common methods: crossvalidation and bootstrap. Recent experimental results on artificial data and theoretical results in restricted settings have shown that for selecting a good classifier from a set of classifiers (model selection), ten-fold cross-validation may be better than the more expensive leaveone -out cross-validation. We report on a largescale experiment---over half a million runs of C4.5 and a Naive-Bayes algorithm---to...
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