Efficiency of Leave-one-out CV
Moore and Lee (1994 IMLC)
- Stop unpromising candidates when they are statistically unlikely to be better than some other candidate
- Not admissibled 67% of examples on feature selection problems
BSEJ optimization
- Reorder examples so that the examples that are incorrectly classified are tested first
- Stop candidates when it is guaranteedat they won’t be better than the current best.
- krkp 9.6% of examples
- mushroom 4.7% of examples