CAS Exam MAS-I Spring 2018, Question 30
Study guide: Exam MAS-I
You are considering using k-fold cross-validation (CV) in order to estimate the test error of a regression model, and have two options for choice of k:
- 5-fold CV
- Leave-one-out CV (LOOCV)
Determine which one of the following statements makes the best argument for choosing LOOCV over 5-fold CV.
- A) 1-fold CV is usually sufficient for estimating the test error in regression problems.
- B) LOOCV and 5-fold CV usually produce similar estimates of test error, so the simpler model is preferable.
- C) Running each cross-validation model is computationally expensive.
- D) Models fit on smaller subsets of the training data result in greater overestimates of the test error.
- E) Using nearly-identical training data sets results in highly-correlated test error estimates.
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