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. 2007 Feb 16;2:133–162.

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© 2006 The authors.

This article is an open-access article distributed under the terms and conditions of the Creative Commons Attribution license (http://creativecommons.org/licenses/by/3.0/).

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Figure 7. — Pictorial simplified example of nested 3-fold cross-validation. The data are split into 3 mutually exclusive sets of samples: P1, P2 and P3. The performance is estimated in the outer loop by training on all sample sets but one, using the remaining one for testing. The average performance over testing sets is reported. The inner loop is used to determine the optimal value of the classifier’s parameter C that takes values “1” and “2” (in a cross-validated fashion). This value of parameter C is used for training in the outer loop. A detail algorithmic description is provided in [Statnikov, 2005b].