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摘要
En 中文
In a typical predictive modeling task, we are asked to produce a final predictive model to employ operationally for predictions, as well as an estimate of its out-of-sample predictive performance. Typically, analysts hold out a portion of the available data, called a Test set, to estimate the model predictive performance on unseen (out-of-sample) records, thus ``losing these samples to estimation.'' However, this practice is unacceptable when the total sample size is low. To avoid losing data to estimation, we need a shift in our perspective: we do not estimate the performance of a specific model instance; we estimate the performance of the pipeline that produces the model. This pipeline is applied on all available samples to produce the final model; no samples are lost to estimation. An estimate of its performance is provided by training the same pipeline on subsets of the samples. When multiple pipelines are tried, additional considerations that correct for the ``winner's curse'' need to be in place.
Keyword:
ERROR RATE
BIAS CORRECTION
MICROARRAY
AI总结
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期刊
IF:
7.4
论文数:
951
被引数:
3.6K
机构
引用论文
Growth-dependent alterations in oligomannosyl glycopeptides expressed in Sindbis virus glycoproteins
Biochemistry
IF0
Oligonucleotide microarray for prediction of early intrahepatic recurrence of hepatocellular carcinoma after curative resection寡核苷酸芯片预测肝癌切除术后早期肝内复发
LANCET
IF88.5
Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation
MACHINE LEARNING
IF2.9

