No free lunch for early stopping.
We show that with a uniform prior on models having the same training error, early stopping at some fixed training error above the training error minimum results in an increase in the expected generalization error.
Cataltepe
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Bell Labs, Lucent Technologies, Room 2C-265, 600 Mountain Avenue, Murray Hill, NJ 07974, USA. zehra@bell-labs.com
Abu-Mostafa
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YS
Magdon-Ismail
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D000465:Algorithms; D016014:Linear Models; D017711:Nonlinear Dynamics; D011336:Probability; D015203:Reproducibility of Results; D013997:Time Factors