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Bounds for Validation

Jaworski W.

Fundamenta Informaticae

2006

Vol. 70, nr 3

261-275

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.