Section: New Results

Resampling and classification

Participant : Alain Celisse.

This is a joint work with Tristan Mary-Huard (INRA).

We extended known results about leave-one-out to the case of leave-p-out for the $k$-nearest neighbor estimator in classification with the 0-1 loss. In particular, our strategy relies on the relationship between leave-p-out and U-statistics. We derive upper bounds on the moments on the leave-p-out estimator as well as an exponential concentration inequality.