Exact estimates of the probability of overfitting for multidimensional modeling families of algorithms
Pavel Botov · Pattern Recognition and Image Analysis · 2011
Exact estimates of the probability of overfitting are obtained for three modeling families of algorithms having properties of demixing, connectivity, and dimension. For obtaining the given estimates, a generalization of the method of generating and inhibitory sets is supposed and a reduction formalism is developed. The correctness of the estimates obtained is verified experimentally using a synthetic sampling.