Improved Uniform Test Error Bounds
Eric T. Bax · CaltechAUTHORS (California Institute of Technology) · 1997
We derive distribution-free uniform test error bounds that improve on VC-type bounds for validation. We show how to use knowledge of test inputs to improve the bounds. The bounds are sharp, but they require intense computation. We introduce a method to trade sharpness for speed of computation. Also, we compute the bounds for several test cases.