Correcting the optimal resampling-based error rate by estimating the error rate of wrapper algorithms

DOI10.1111/BIOM.12041zbMATH Open1429.62234OpenAlexW1942197703WikidataQ34812941 ScholiaQ34812941MaRDI QIDQ2861958FDOQ2861958

Authors: Christoph Bernau, Thomas Augustin, Anne-Laure Boulesteix 

Publication date: 13 November 2013

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.12041

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zbMATH Keywords

classificationhigh-dimensional datamethod selection biasrepeated subsamplingtuning bias

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cites Work

• Inference for the generalization error
• Computing a nearest symmetric positive semidefinite matrix
• A bias correction for the minimum error rate in cross-validation

Cited In (5)

• Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation
• Which Resampling-Based Error Estimator for Benchmark Studies? A Power Analysis with Application to PLS-LDA
• Fast robust estimation of prediction error based on resampling
• Machine learning versus statistical modeling
• Excess optimism: how biased is the apparent error of an estimator tuned by SURE?

Uses Software

• mvtnorm

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