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A relation between log-likelihood and cross-validation log-scores
| العنوان: | A relation between log-likelihood and cross-validation log-scores |
|---|---|
| المؤلفون: | Mana, PierGianLuca Porta |
| سنة النشر: | 2019 |
| المجموعة: | Computer Science Mathematics Statistics |
| مصطلحات موضوعية: | Statistics - Methodology, Computer Science - Information Theory, 60-XX, 03B48, G.3 |
| الوصف: | It is shown that the log-likelihood of a hypothesis or model given some data is equivalent to an average of all leave-one-out cross-validation log-scores that can be calculated from all subsets of the data. This relation can be generalized to any $k$-fold cross-validation log-scores. Comment: 8 pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1908.08741 |
| رقم الانضمام: | edsarx.1908.08741 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |