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. Author manuscript; available in PMC: 2013 Dec 30.
Published in final edited form as: JMLR Workshop Conf Proc. 2012;22:246–254.

Figure 1.

Figure 1

Leave-one-out cross-validation (P = training set size) using the proposed method compared against the direct IRLS method for the MNIST datasets and various training set sizes. The effiective problem size represents the number of problems that can be solved by the direct method in the same amount of time as the entire LOO set for the proposed method. For example, LOO cross-validation by our proposed approach on a training set size of P = 2000 may be computed in the same time as approximately P = 20 folds by the direct method, resulting in a speedup of 100×.