J. Górriz

When Is Accuracy Evidence? A Unified Theory of Generalisation, Validation, and Information Fusion

K-fold cross-validation (CV) is widely used as evidence of out-of-sample performance, although folds are neither independent experiments nor equally informative under heterogeneous data. Cross Upper-Bound Validation (CUBV) replaces point-wise CV accuracy by conservative upper bounds on true risk. Here we generalise CUB...