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Assume you have a training dataset consisting of N observations and a total D features. You would like to fit a model with p out
Assume you have a training dataset consisting of N observations and a total D features. You would like to fit a model with p out of D features. To choose the best p, you run a leave-one-out cross-validation (LOOCV) searching over D values of p. Let Cost(N, p) be the computational cost of running the model with N data points and p features. Assume the prediction cost is negligible compared to the computational cost of training the model. Which of the following represents the computational cost of your LOOCV procedure?
A | NCost(N1,D) |
B | NCost(N,D) |
C | Np=1DCost(N1,p) |
D | Np=1DCost(N,p) |
E | Np=1D(Dp)Cost(N1,p) |
F |
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