6 - Resampling

Summary

Chapter 6 addresses the problem of error estimation and resampling in both a theoretical and practical manner. The holdout method is reviewed and cast into the bias/variance framework. Simple resampling approaches such as cross-validation are also reviewed and important variations such as stratified cross-validation and leave-one-out are introduced. Multiple resampling approaches such as bootstrapping, randomization, and multiple trials of simple resampling approaches are then introduced and discussed.