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Pavel, Peresunko
Kristina, Pakhomova
Eugenia, Soroka
Sergey, Videnin
2020-01-20T07:13:38Z
2020-01-20T07:13:38Z
2019-09
Pavel, Peresunko. Comparison of generalization error's methods on case of linear regression [Текст] / Peresunko Pavel, Pakhomova Kristina, Soroka Eugenia, Videnin Sergey // Applied Methods of Statistical Analysis: Statistical Computation and Simulation. — 2019. — Т. 1 (№ 5).
http://amsa.conf.nstu.ru/amsa2019/proceedings/AMSA2019-proceedings.pdf
https://elib.sfu-kras.ru/handle/2311/128608
In feature selection process it is important to estimate generalized error of selected model. There are a lot of methods based on resampling procedure. All this methods have their features, and this work have a large study. Each of selected method was run for 7200 times to nd any pattern according to samples and feature count of dataset. This research shows accuracy of each method for Lasso regression in case of linear function.
Generalization Error Estimation
Cross-Validation
Monte Carlo
Cross Validation
Cross-validation and cross-testing
Nested Cross Validation
Lasso
Comparison of generalization error's methods on case of linear regression
Journal Article
Journal Article Preprint
20.53.19
2020-01-20T07:13:38Z
Институт космических и информационных технологий
Кафедра информатики
Кафедра информационных систем
Applied Methods of Statistical Analysis
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