Why perform cross validation (CV) in #MachineLearning? To estimate the generalization error of a trained predictor. This paper uses the idea of a #ProperLoss (called Q-class). Then it covers CV, bootstrap, and Mallow's covariance penalties. It also covers #ConformalPrediction, which is newly popular because of Emanuel Candes' keynote at #NeurIPS 2022
https://doi.org/10.3390/stats4040063
The paper is also a good advertisement for Efron and Hastie's recent book.