Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 218 / 4 / e / Solution

The intended quantity is the Leave-one-out cross-validation errorwhere ${\hat{h}}^{(-i)}$ is trained without observation $i$ and the loss is the zero-one misclassification loss. Computing it literally requires fitting $10000$ neural networks, which is prohibitively expensive.