• Title/Summary/Keyword: Multifold Cross-Validation

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Smoothing Parameter Selection Using Multifold Cross-Validation in Smoothing Spline Regressions

  • Hong, Changkon;Kim, Choongrak;Yoon, Misuk
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.277-285
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    • 1998
  • The smoothing parameter $\lambda$ in smoothing spline regression is usually selected by minimizing cross-validation (CV) or generalized cross-validation (GCV). But, simple CV or GCV is poor candidate for estimating prediction error. We defined MGCV (Multifold Generalized Cross-validation) as a criterion for selecting smoothing parameter in smoothing spline regression. This is a version of cross-validation using $leave-\kappa-out$ method. Some numerical results comparing MGCV and GCV are done.

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Improvement of Neural Network Performance for Estimating Defect Size of Steam Generator Tube using Multifold Cross-Validation (다중겹 교차검증 기법을 이용한 증기세관 결함크기 예측을 위한 신경회로망 성능 향상)

  • Kim, Nam-Jin;Jee, Su-Jung;Jo, Nam-Hoon
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.26 no.9
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    • pp.73-79
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    • 2012
  • In this paper, we study on how to determine the number of hidden layer neurons in neural network for predicting defect size of steam generator tube. It was reported in the literature that the number of hidden layer neurons can be efficiently determined with the help of cross-validation. Although the cross-validation provides decent estimation performance in most cases, the performance depends on the selection of validation set and rather poor performance may be led to in some cases. In order to avoid such a problem, we propose to use multifold cross-validation. Through the simulation study, it is shown that the estimation performance of defect width (defect depth, respectively) attains 94% (99.4%, respectively) of the best performance achievable among the considered neuron numbers.