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

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  • Porta Mana, PierGianLuca

    (Norwegian University of Science and Technology)

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.

Suggested Citation

  • Porta Mana, PierGianLuca, 2019. "A relation between log-likelihood and cross-validation log-scores," OSF Preprints k8mj3, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:k8mj3
    DOI: 10.31219/osf.io/k8mj3
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    Cited by:

    1. Dyrland, Kjetil & Lundervold, Alexander Selvikvåg & Porta Mana, PierGianLuca, 2022. "A probability transducer and decision-theoretic augmentation for machine-learning classifiers," OSF Preprints vct9y, Center for Open Science.

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