Overfitting, generalization, and MSE in class probability estimation with high‐dimensional data

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Summary

This paper investigates overfitting in the development of regularized class probability estimators and introduces a mean square error decomposition for class probability estimation that helps clarify the relationship between overfitting and prediction accuracy.

Type
article
Published
2014-03-01
Cited by
12
References
21

Keywords

Overfitting, Estimator, Mean squared error, Statistics, Mathematics

References

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