System and method for generating a classifier model

Computer readable media comprising program code that when executed by a programmable processor causes the processor to execute a method for generating a classifier model, the computer readable media comprising:

• program code for defining a plurality of predictive performance measures based on a leave one out (LOO) cross validation in terms of selectable model parameters;
• program code for deriving efficient analytical expressions based on the plurality of predictive performance measures to compute a LOO predictive performance;
• and
• program code for selecting a classifier model based on the LOO predictive performance.

An apparatus for generating a classifier model, the apparatus comprising:

• a memory device having executable instructions stored therein;
• and
• a processing device, in response to the executable instructions, operative to:
• define a plurality of predictive performance measures based on a leave one out (LOO) cross validation in terms of selectable model parameters;
• derive efficient analytical expressions based on the plurality of predictive performance measures to compute a LOO predictive performance;
• and
• select a classifier model based on the LOO predictive performance.