How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
A holdout estimate targets a smaller training sample
Example
Take IID observations , squared loss , and the learning rule . Hold out and train on . The expected holdout score estimates , while training on all four observations has risk .
Facts & Assumptions
Given: The four IID Bernoulli observations, the sample-mean rule, squared loss, and holdout split above. Compute the training-size risks and their difference.
Cross-validation estimates risk at its training sizes: the expected holdout score with training observations is .
Cross-validation splits and training-size risk targets: for an independent test observation.
Identical distribution and IID families: the observations are mutually independent and have one common law.
Moments, variance, and covariance on a probability space: variance is for square-integrable .
Expectations factor over finite products of independent random variables: expectations of products of integrable functions of independent variables factor.
Holdout, leave-out, V-fold, and repeated cross-validation: a holdout score averages losses on the validation indices after training on their complement.
Bernoulli random variables and binomial random variables as sums of independent Bernoulli trials: For , a Bernoulli random variable takes the value with probability and with probability .
Verification
For , [F7] gives and the two-point expectation gives . Expanding the variance of , the diagonal terms sum to and each cross covariance vanishes by [F3] and [F5]; hence .
The independent test variable has mean and variance . Expanding around the common mean , the centered cross term is zero by independence, so [F2] gives .
At , and . The split in [F6] holds out one observation, so [F1] gives expected holdout score ; its bias for full-sample risk is .
Depends on
- Cross-validation splits and training-size risk targets
- Holdout, leave-out, V-fold, and repeated cross-validation
- Cross-validation estimates risk at its training sizes
- Identical distribution and IID families
- Moments, variance, and covariance on a probability space
- Expectations factor over finite products of independent random variables
- Bernoulli random variables and binomial random variables as sums of independent Bernoulli trials
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Sylvain Arlot and Alain Celisse, A survey of cross-validation procedures for model selection, §5.1.1 (standard reference, not scraped)
- Gareth James, Daniela Witten, Trevor Hastie, and Robert Tibshirani, An Introduction to Statistical Learning, 7th printing, Chapter 5 §5.1.1 (standard reference, not scraped)