Tagged Questions

13
votes
5answers
570 views

Can you overfit by training machine learning algorithms using CV/Bootstrap?

This question may well be too open ended to get a definitive answer, but hopefully not. Machine learning algorithms, such as SVM, GBM, Random Forest etc, generally have some free parameters that, ...
1
vote
1answer
201 views

Bootstrap distribution of a breakpoint not centered around its parameter estimate

I estimated the breakpoint for a piecewise linear model (one intercept, two slopes that meet at the breakpoint) by minimizing the deviance using an optimizer (optim ...
0
votes
0answers
93 views

(Stochastic) optimization with multivariate predictive distribution

Suppose I have a multivariate predictive distribution (dimension N). The distribution cannot be described in closed form with a mu vector and associated covariance matrix. However, I can sample from ...