{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/cross-validation-confidence-intervals-for","title":"Cross-validation Confidence Intervals for Test Error","arxiv_id":"2007.12671","date":"2020-07-24","proceeding":"NeurIPS 2020 12","authors":["Pierre Bayle","Alexandre Bayle","Lucas Janson","Lester Mackey"],"abstract":"This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm. Together, these results provide practical, asymptotically-exact confidence intervals for $k$-fold test error and valid, powerful hypothesis tests of whether one learning algorithm has smaller $k$-fold test error than another. These results are also the first of their kind for the popular choice of leave-one-out cross-validation. In our real-data experiments with diverse learning algorithms, the resulting intervals and tests outperform the most popular alternative methods from the literature.","url_abs":"https://arxiv.org/abs/2007.12671v2","url_pdf":"https://arxiv.org/pdf/2007.12671v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"cross-validation-confidence-intervals-for","repo_url":"https://github.com/alexandre-bayle/cvci","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":null,"task_name":"valid"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2007.12671","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}