Timothy Masters

Leave-one-out cross validation is very valuable

2

Near the end of Section 3.4.1 the statement is made that leave-one-out cross validation is deprecated. Because this version is the most compute-intensive of all (training is done most often,...

Averaging fold criteria not usually advisable

2

In section 3.4.1, the suggestion is made that in order to compute a performance criterion using V-fold cross validation, the criterion should be computed separately for each fold, and then...

Section 3.4.1 variance reduction not Sqrt(R)

1

Section 3.4.1 discusses R repeats of V-fold cross validation and incorrectly states that the variance reduction will be by a factor of Sqrt(R). This would be true only if the...