Cross-Validation of Classification Problems

Cross-Validation of Classification Problems

Instead of using MSE to quantify test error, we instead use the number of misclassified observations. The LOOCV error rate takes the form:

CV(n)=1n∑i=1nErri

where Erri=I(yi≠y^i). The k-fold CV error rate and validation set error rates are defined analogously.

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