arXiv Machine Learning By JM Gorriz

When Is Accuracy Evidence? A Unified Theory of Generalisation, Validation, and Information Fusion

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The paper introduces a unified exponential framework for generalising K‑fold cross‑validation (CV) accuracy into conservative risk bounds, called gamma‑CUBV. It models dependence between folds via a joint sub‑Gaussian proxy matrix, yielding an effective number of folds and showing that more folds do not always increase evidence when data are strongly correlated. The framework extends to posterior predictor distributions and weighted multi‑source fusion, and is empirically evaluated on linear classifiers trained on heterogeneous multimodal Gaussian mixtures, demonstrating that corrected resubstitution can be tighter than K‑fold CV in low‑sample, high‑heterogeneity settings.

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