Figure 2

Generalization errors obtained with the C¹C² and repeated K -fold cross-validation. The figure shows $\overline{\left|{\widehat{\epsilon }}_{gen}-{\tilde{\epsilon }}_{gen}\right|}$, where ${\widehat{\epsilon }}_{gen}$ were produced using the C¹C² (blue) and repeated K-fold cross-validation (red) for all other factor combinations in model (6). The plot is based on pooled $\overline{\left|{\widehat{\epsilon }}_{gen}-{\tilde{\epsilon }}_{gen}\right|}$ over the four replicates for each method. The bars show the 95% confidence interval, calculated from the pooled results (the confidence intervals are only shown in one direction to avoid cluttering). The factor combinations in model (6) are coded as: ga – the GA search method was used, bf – the brute force search method was used, uncor – orthogonal independent variables in the dataset, cor – correlated independent variables in the dataset, 15 – n = 15 observations in the dataset, 200 – n = 200 observations in the dataset, all – no assumption regarding the number of nonzero δ _i , 3 – three δ _i = 1 were assumed.