On The Smoothness of Cross-Validation-Based Estimators Of Classifier Performance

Understand

Many versions of cross-validation (CV) exist in the literature; and each version though has different variants.

• All are used interchangeably by many practitioners; yet, without explanation to the connection or difference among them.
• This article has three contributions.
• First, it starts by mathematical formalization of these different versions and variants that estimate the error rate and the Area Under the ROC Curve (AUC) of a classification rule, to show the connection and difference among them.