Ontology highlight
ABSTRACT:
SUBMITTER: Benkeser D
PROVIDER: S-EPMC7954141 | biostudies-literature | 2020
REPOSITORIES: biostudies-literature
Benkeser David D Petersen Maya M van der Laan Mark J MJ
Journal of the American Statistical Association 20191021 532
When predicting an outcome is the scientific goal, one must decide on a metric by which to evaluate the quality of predictions. We consider the problem of measuring the performance of a prediction algorithm with the same data that were used to train the algorithm. Typical approaches involve bootstrapping or cross-validation. However, we demonstrate that bootstrap-based approaches often fail and standard cross-validation estimators may perform poorly. We provide a general study of cross-validatio ...[more]