A relation between log-likelihood and cross-validation log-scores

PierGianLuca Porta Mana
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PierGianLuca Porta Mana: Norwegian University of Science and Technology

No k8mj3, OSF Preprints from Center for Open Science

Abstract: It is shown that the log-likelihood of a hypothesis or model given some data is equal to an average of all leave-one-out cross-validation log-scores that can be calculated from all subsets of the data. This relation can be generalized to any k-fold cross-validation log-scores.

Date: 2019-08-17
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:k8mj3

DOI: 10.31219/osf.io/k8mj3

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