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.
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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Paired K-fold comparison retains correlated fold errors
Example
Let , , , , and . Compare with the zero predictor under loss , using the same folds for both procedures. Write for the paired difference of their cross-validation scores.
Facts & Assumptions
Given: The two-fold partition, IID Bernoulli observations, product and zero rules, and loss above. Compute the covariance terms and the variance of the paired difference.
Cross-validation splits and training-size risk targets: the equal-fold score is the average of the four held-out losses.
Holdout, leave-out, V-fold, and repeated cross-validation: paired comparison applies the same split schedule and averages within-fold loss differences.
Identical distribution and IID families: the four observations are mutually independent with a common Bernoulli law.
Expectations factor over finite products of independent random variables: expectations of products of functions of distinct observations factor.
Moments, variance, and covariance on a probability space: variance and covariance are the centered second moments.
The covariance decomposition of a fixed K-fold score: for equal folds, the average-error variance is .
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
Since the zero rule has zero loss, the four paired errors are , , , and , and .
Each is a product of three independent Bernoulli variables, so [F3]–[F5] and [F7] give and . For any distinct , the product equals because ; hence and . Thus .
Substituting into [F6] gives . Treating the four errors as independent would keep only , omitting the two positive covariance contributions.
Directly, if all four observations are one then ; if exactly three are one then ; with at most two ones it is zero. By [F7] these events have probabilities , , and , respectively, so , , and the direct variance is , confirming step 3.1.
Depends on
- Cross-validation splits and training-size risk targets
- Holdout, leave-out, V-fold, and repeated cross-validation
- The covariance decomposition of a fixed K-fold score
- 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
- Yoshua Bengio and Yves Grandvalet, No Unbiased Estimator of the Variance of K-Fold Cross-Validation, JMLR 5 (2004), §§2–3 (standard reference, not scraped)
- Sylvain Arlot and Alain Celisse, A survey of cross-validation procedures for model selection, §5.2 (standard reference, not scraped)