Out-of-Sample Error Estimation: The Blessing of High Dimensionality

@article{Oneto2014OutofSampleEE,
  title={Out-of-Sample Error Estimation: The Blessing of High Dimensionality},
  author={Luca Oneto and Alessandro Ghio and Sandro Ridella and Jorge Luis Reyes-Ortiz and Davide Anguita},
  journal={2014 IEEE International Conference on Data Mining Workshop},
  year={2014},
  pages={637-644}
}
Dealing with high dimensionality when learning from data is a tough task since, for example, similarity and correlation in data cannot be properly captured by the conventional notions of distance. Issues are amplified whenever coping with small sample problems, i.e. When the cardinality of the dataset is remarkably smaller than its dimensionality: in these… CONTINUE READING