Three selection criteria separate at different rates — LOO-CV is inconsistent
BlackHC · x · 2026-09-09
Quantitative result from the thread: with equal loss floors, models separate at three different rates (Δλ is the model complexity delta):
- Final height: gap Δλ/N — LOO-CV is inconsistent (Shao 1993)
- Last-half tail: Δλ·log 2 — constant
- Total area: Δλ·log N — grows without bound
Conclusion: "best model" is incomplete until you specify which part of learning and deployment you value. The full post includes the exact identity, flip-order results, crossing regimes, a toy experiment, and an interactive panel.
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