Prediction Task Performance Measure

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An Prediction Task Performance Measure is a performance measure for prediction tasks (to quantify erroneous prediction rates).



References

2017

2011

1998

1983

  • (Efron, 1983) ⇒ Bradley Efron, (1983). “Estimating the error rate of a prediction rule: improvement on cross-validation.” In: Journal of the American Statistical Association, 78(382). http://www.jstor.org/stable/2288636
    • QUOTE: We construct a prediction rule on the basis of some data, and then wish to estimate the error rate of this rule in classifying future observations. Cross-validation provides a nearly unbiased estimate, using only the original data. Cross-validation turns out to be related closely to the bootstrap estimate of the error rate. This article has two purposes: to understand better the theoretical basis of the prediction problem, and to investigate some related estimators, which seem to offer considerably improved estimation in small samples.