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Bias and variance estimation with the Bootstrap …

L13: cross-validation resampling methods Cross validation Bootstrap bias and variance estimation with the Bootstrap Three-way data partitioning CSCE 666 Pattern Analysis | Ricardo Gutierrez-Osuna | CSE@TAMU 1. Introduction Almost invariably, all the pattern recognition techniques that we have introduced have one or more free parameters The number of neighbors in a kNN classifier The bandwidth of the kernel function in kernel density estimation The number of features to preserve in a subset selection problem Two issues arise at this point Model Selection: How do we select the optimal parameter(s) for a given classification problem?

CSCE 666 Pattern Analysis | Ricardo Gutierrez-Osuna | CSE@TAMU 1 L13: cross-validation • Resampling methods –Cross validation –Bootstrap • Bias and variance estimation with the Bootstrap

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