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The extension of Rippa’s algorithm beyond LOOCV
Applied Mathematics Letters ( IF 2.9 ) Pub Date : 2021-03-29 , DOI: 10.1016/j.aml.2021.107262
F. Marchetti

Rippa’s algorithm is a well-known Leave-One-Out Cross Validation (LOOCV) scheme that is adopted in Radial Basis Function (RBF) interpolation for the tuning of the shape parameter. Indeed, it provides remarkable advantages concerning the computational cost with respect to a standard implementation. In this paper, we extend such algorithm to work in a more general k-fold CV setting. After providing a theoretical formulation and proving that the proposed scheme computes an exact k-fold CV, we compare it to a standard k-fold CV implementation. Especially when k gets large, the saving in computational cost is evident.



中文翻译:

Rippa算法的扩展超出了LOOCV

Rippa的算法是一种著名的“留一法”交叉验证(LOOCV)方案,该方案在径向基函数(RBF)插值中采用,用于调整形状参数。实际上,相对于标准实现,它在计算成本方面提供了显着的优势。在本文中,我们将这种算法扩展为在更通用的条件下工作ķ折CV设置。提供理论公式并证明所提出的方案可以计算出精确的ķ折式简历,我们将其与标准 ķ简历的实现。特别是当ķ,计算成本的节省是显而易见的。

更新日期:2021-04-08
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