交叉验证能显著降低模型评估波动,提升结果可靠性。
Crossing the Validation Crisis: Cross-Validation Reduces Benchmarking Variance Surprisingly Well
- 用多轮交叉验证提升评估稳定性,相当于虚拟增加数据量
- 实测显示多轮验证可大幅减少性能估计方差,效果持续到后期
- 提出动态早停机制,提前判断是否还需继续验证
现代机器学习依赖实证评估新方法的相对性能,但因测试样本有限及算法随机性,评估结果常具高统计波动,导致评估危机。本文发现,交叉验证能显著提高性能评估的置信度。我们引入‘样本增益’概念,量化通过多轮交叉验证分组实现的虚拟数据增强效果。在合成数据及真实数据集(组织病理扫描、NLP微调)上的实验表明,多轮交叉验证可显著提升性能估计的可靠性和稳定性,且收益递减出现时间常晚于预期。我们还提出一种动态早停策略,通过前几轮折叠即可预估后续折叠是否带来显著样本增益。研究强调,在可用样本上充分使用交叉验证对实现稳健可靠的基准评估至关重要。
原文摘要 · Abstract (English)
Modern machine learning progresses through empirical work, benchmarking new methods to evaluate relative performance. However, the statistical variability inherent to evaluation - exacerbated by the stochastic nature of many algorithms - often makes performance estimation unreliable due to the limited test samples available, leading to a validation crisis in which genuine advances are difficult to discern. In this work, we show that cross-validation improves markedly confidence when evaluating and comparing learning algorithm performances. We introduce the concept of sample gain, which quantifies the virtual data augmentation achieved by using multiple cross-validation splits to reduce benchmarking variance. Experiments on both synthetic and real-world datasets (histopathologic scans and NLP fine-tuning) demonstrate that multiple splits can substantially improve the reliability and stability of performance estimates, with diminishing returns often setting in later than expected. We also introduce a procedure to dynamically early-stop cross-validation by estimating from the first few folds if subsequent folds will bring large sample gains. Our findings highlight the value of pushing cross-validation on available samples to achieve robust and reliable benchmarking.
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