普通交叉验证OCV
OCV是由Allen(1974)在回归背景下提出的，之后Wahba和Wold(1975)在讨论 了确定多项式回归中多项式次数的背景，在光滑样条背景下提出OCV。
Craven和Wahba（1979），Silverman（1985），Bates和其他人（1987），Wahba（1990）等人提出了所谓的GCV标准。
广义交叉验证的加权验证技术被用于协方差模型选择和参数估计。
The GCV funtion V(λ) is defined by :
相关参考文献：
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Allen, David M. The Relationship Between Variable Selection and Data Agumentation and a Method for Prediction. Technometrics, Vol. 16, No. 1 (February, 1974), pp. 125-127
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Craven, Peter and Wahba, Grace. Smoothing Noisy Data with Spline Functions. Numerische Mathematik 31, (1979), pp. 377-403
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Efron, Bradley. How Biased Is the Apparent Error Rate of a Logistic Regression? Technical report no. 232. Department of Statistics, Stanford University (April 1985)
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Golub, Gene H., Heath and Grace Wahba. Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter. Technometrics, Vol. 21, No. 2 (May, 1979), pp. 215-223
原文：https://www.cnblogs.com/tango1221/p/9242859.html