ncrf.NCRF.compute_ES_metric¶
- static NCRF.compute_ES_metric(models, data)¶
Compute the estimation-stability metric across cross-validation folds.
Details can be found at: Lim, Chinghway, and Bin Yu. “Estimation stability with cross-validation (ESCV).” Journal of Computational and Graphical Statistics 25.2 (2016): 464-492.
- Parameters:
models – Fitted models from different cross-validation folds.
data – Dataset used to compare their predictions.
- Returns:
Estimation-stability score.
- Return type: