cram_var_expected_loss {cramR} | R Documentation |
Cram ML: Variance Estimate of the crammed expected loss estimate
Description
This function computes the variance estimator based on the given loss matrix and batch indices.
Usage
cram_var_expected_loss(loss, batch_indices)
Arguments
loss |
A matrix of loss values with N rows (data points) and K+1 columns (batches). We assume that the first column of the loss matrix contains only zeros. The following nb_batch columns contain the losses of each trained model for each individual. |
batch_indices |
A list where each element is a vector of indices corresponding to a batch. |
Value
The variance estimate of the crammed expected loss estimate
[Package cramR version 0.1.0 Index]