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Construction of a correct combination of estimation algorithms adjusted using the cross validation technique

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Abstract

A scheme for constructing a combination of estimation algorithms that is correct on a given training sample is proposed. The basic elements of the combination are algorithms obtained using the cross validation training technique.

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Authors and Affiliations

  1. Yandex, ul. L. Tolstogo16, Moscow, 119021, Russia

    O. A. Ignat’ev

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  1. O. A. Ignat’ev
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Correspondence to O. A. Ignat’ev.

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Original Russian Text © O.A. Ignat’ev, 2015, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2015, Vol. 55, No. 12, pp. 2123–2129.

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Ignat’ev, O.A. Construction of a correct combination of estimation algorithms adjusted using the cross validation technique. Comput. Math. and Math. Phys. 55, 2094–2099 (2015). https://doi.org/10.1134/S0965542515120064

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  • DOI: https://doi.org/10.1134/S0965542515120064

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