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Which of the following statements about a high-complexity model in a linear regression setting is TRUE?1 pointCross-validation with a small k will reduce or eliminate overfitting.A high variance of parameter estimates across cross-validation subsamples indicates likely overfitting.A low variance of parameter estimates across cross-validation subsamples indicates likely overfitting.Cross-validation with a large k will reduce or eliminate overfitting.

Question

Which of the following statements about a high-complexity model in a linear regression setting is TRUE?1 pointCross-validation with a small k will reduce or eliminate overfitting.A high variance of parameter estimates across cross-validation subsamples indicates likely overfitting.A low variance of parameter estimates across cross-validation subsamples indicates likely overfitting.Cross-validation with a large k will reduce or eliminate overfitting.

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Solution

The statement that is true about a high-complexity model in a linear regression setting is: "A high variance of parameter estimates across cross-validation subsamples indicates likely overfitting."

Here's why:

  1. Cross-validation with a small k will not necessarily reduce or eliminate overfitting. In fact, a smaller k might lead to a higher risk of overfitting because the training set is smaller.

  2. A high variance of parameter estimates across cross-validation subsamples does indicate likely overfitting. This is because overfitting is characterized by a model that is too sensitive to the training data, leading to high variability in the estimates when the model is applied to different subsamples.

  3. A low variance of parameter estimates across cross-validation subsamples does not necessarily indicate overfitting. In fact, it might suggest that the model is not overfitting because the estimates are stable across different subsamples.

  4. Cross-validation with a large k will not necessarily reduce or eliminate overfitting. While a larger k does mean a larger training set, which can help prevent overfitting, it also means a smaller validation set, which can lead to a higher variance in the validation error estimate.

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