A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages

Part of Advances in Neural Information Processing Systems 15 (NIPS 2002)

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Dörthe Malzahn, Manfred Opper


We apply the replica method of Statistical Physics combined with a vari- ational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our ap- proach on regression with Gaussian processes and compare our results with averages obtained by Monte-Carlo sampling.