Reply to the comments on "Local Overfitting Control via Leverages" in "Jacobian Conditioning Analysis for Model Validation" by I. Rivals and L. Personnaz.
"Jacobian Conditioning Analysis for Model Validation" by Rivals and Personnaz in this issue is a comment on Monari and Dreyfus (2002). In this reply, we disprove their claims. We point to flawed reasoning in the theoretical comments and to errors and inconsistencies in the numerical examples. Our replies are substantiated by seven counterexamples, inspired by actual data, which show that the comments on the accuracy of the computation of the leverages are unsupported and that following the approach they advocate leads to discarding valid models or validating overfitted models.
ESPCI, Laboratoire d'Electronique, Paris, France. Yancine.Oussar@espci.fr
Yacine
Y
Oussar
Gaétan
G
Monari
Gérard
G
Dreyfus
D000200:Action Potentials / Q000502:physiology; D000465:Algorithms; D016477:Artifacts; D016571:Neural Networks, Computer; D009474:Neurons / Q000502:physiology; D015203:Reproducibility of Results; D009435:Synaptic Transmission / Q000502:physiology