Bounds for Validation

In this paper we derive the bounds for Validation (known also as Hold-Out Estimate and Train-and-Test Method). We present the best possible bound in the case of 0-1 valued loss function. We also provide the tables where the least sample size is calculated that is necessary for obtaining the bound for a given estimation rate and reliability of estimation. For an arbitrary bounded loss function we present the optimal bound approximation with any given accuracy.

• Type: Journal
• Year: 2006
• Where: FUIN
• Authors: Wojciech Jaworski
• Keywords: 0-1 Valued Loss, FUIN 2006, Hold-out Estimate, Loss Function