Crossvalidation in Brain Imaging Analysis
Nikolaus Kriegeskorte · bioRxiv (Cold Spring Harbor Laboratory) · 2015
Abstract Crossvalidation is a method for estimating predictive performance and adjudicating between multiple models. On each of k folds of the process, k-1 of k independent subsets of the data (training set) are used to fit the parameters of each model and the left-out subset (test set) is used to estimate predictive performance. The method is statistically efficient, because training data are reused for testing and performance estimates combined across folds. The method requires no assumptions, provides nearly unbiased (slightly conservative) estimates of predictive performance, and is generally applicable because it amounts to a direct empirical test of each model.