Intrinsic error component (squared) of the bias-variance decomposition as defined by Webb in: Geoffrey I. Webb (2000), MultiBoosting: A Technique for Combining Boosting and Wagging, Machine Learning, 40(2), pages 159-196. This quantity is a lower bound on the expected cost of any learning algorithm. It is the expected cost of the Bayes optimal classifier. Estimated using the classifier using the sub-sampled cross-validation procedure as specified in: Geoffrey I. Webb & Paul Conilione (2002), Estimating bias and variance from data , School of Computer Science and Software Engineering, Monash University, Australia
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Maximum value | |
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Optimization | Lower is better |