H. van der Voet
- The costs of complex model optimization
- Chemometrics and Intelligent Laboratory Systems
- Pages (from-to)
- Document type
- Faculty of Science (FNWI)
- Swammerdam Institute for Life Sciences (SILS)
- Each data-driven action in data modelling consumes degrees of freedom, whether it concerns estimation of parameters, estimation of meta-parameters or selecting variables. By using a double cross validation approach for degrees of freedom calculation the costs for meta-parameter estimation and variable selection can be determined explicitly. The only assumptions are independent and identically distributed errors, which make the approach applicable to many predictive modelling techniques.
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