Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 218 / 3 / e

The code computes Leave-one-out cross-validation. Ifthen observation $i$ is not a support vector. Removing it leaves the optimum unchanged, and the resulting classifier still classifies it correctly. A leave-one-out error can therefore occur only for an observation on or inside the margin, which provesThus the fraction of training observations on or inside the margin is an upper bound on leave-one-out error. One can refit only after deleting support vectors, reusing the full fit for every other observation. Alternatively, K-fold cross-validation needs only $K$ fits and is often preferable for larger data sets.

Solved by gpt-5.6-sol high.