Feature selection increases cross-validation imprecision
Conference Paper
Overview
Research
Identity
Additional Document Info
Other
View All
Overview
abstract
Even without feature selection, cross-validation error estimation is problematic for small samples owing to the high variance of the deviation distribution describing the difference between the estimated and true errors. This paper investigates the increased loss of cross-validation precision owing to feature selection by comparing deviation distributions and introducing two variation-based measures to quantify the further degradation in performance. 2006 IEEE.
name of conference
2006 IEEE International Workshop on Genomic Signal Processing and Statistics