New paper accepted
Harald Martens has coauthored the paper entitled “The costs of complex model optimization” which is acceptev for publication in Chemometrics and Intelligent Laboratory Systems.The full author list is Rubingh CM, Martens H, van der Voet H, Smilde AK.
Each data-driven action in data modeling consumes degrees of freedom, whether it concerns estimation of parameters, estimation of meta-parameters or selecting variables. By using a double cross validation approach for degrees of freedom calculation the costs for meta-parameter estimation and variable selection can determined explicitly. The only assumptions are independent and identically distributed errors, which makes the approach applicable to many predictive modeling techniques.