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A relation between log-likelihood and cross-validation log-scores (1908.08741v1)
Published 23 Aug 2019 in stat.ME, cs.IT, and math.IT
Abstract: It is shown that the log-likelihood of a hypothesis or model given some data is equivalent to an average of all leave-one-out cross-validation log-scores that can be calculated from all subsets of the data. This relation can be generalized to any $k$-fold cross-validation log-scores.
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