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0899-7667
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1530-888X
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Neural Computation

August 15, 1997, Vol. 9, No. 6, Pages 1245-1249
(doi: 10.1162/neco.1997.9.6.1245)
© 1997 Massachusetts Institute of Technology
Note on Free Lunches and Cross-Validation
Article PDF (48.28 KB)
Abstract

The “no-free-lunch” theorems (Wolpert & Macready, 1995) have sparked heated debate in the computational learning community. A recent communication (Zhu & Rohwer, 1996) attempts to demonstrate the inefficiency of cross-validation on a simple problem. We elaborate on this result by considering a broader class of cross-validation. When used more strictly, cross-validation can yield the expected results on simple examples.