The costs of complex model optimization
| Authors |
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| Publication date | 2013 |
| Journal | Chemometrics and Intelligent Laboratory Systems |
| Volume | Issue number | 125 |
| Pages (from-to) | 139-146 |
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| Abstract | 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. |
| Document type | Article |
| Language | English |
| Published at |
https://doi.org/10.1016/j.chemolab.2013.04.004
(Final published version)
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