5.9 Cross-Validation on Classification Problems

• Previous examples have focused on measuring cross-validated test error in the regression setting where $Y$ is quantitative.
• We can also use cross validation for classification problems (where $Y$ is qualitative). Here we use the number of misclassified observations (instead of the MSE) to quantify test error.
• The LOOCV error rate takes the form:

$$CV_{n} = \frac{1}{n}{\sum_{i=1}^{n}}Err_{i}$$ where $Err_{i} = I(Y_{i}\neq\hat{Y}_{i})$