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Published May 15, 1999 | Published
Journal Article Open

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.

Additional Information

© 1999 Massachusetts Institute of Technology. Received January 20, 1998; accepted August 6, 1998. Posted Online March 13, 2006. We thank members of the Caltech Learning Systems Group; Amir Atiya, Alexander Nicholson, Joseph Sill, and Xubo Song, for many useful discussions, and two anonymous referees for their comments that improved the presentation of this article.

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