Abstract
We apply the replica method of Statistical Physics combined with a
variational method to the approximate analytical computation of bootstrap
averages for estimating the generalization error. We demonstrate our
approach on regression with Gaussian processes and compare our
results with averages obtained by Monte-Carlo sampling.
Original language | English |
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Title of host publication | Advances in Neural Information Processing Systems 15 |
Publisher | MIT Press |
Publication date | 2003 |
Publication status | Published - 2003 |