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Oct 27, 2015 at 6:30 history edited Danica
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Oct 4, 2015 at 2:03 comment added Marc Claesen @user777 is right. For an example of nested cross-validation, please refer to optunity.readthedocs.org/en/latest/notebooks/notebooks/….
Aug 19, 2015 at 12:21 answer added prudenko timeline score: 4
Jun 6, 2015 at 19:09 comment added Sycorax No, you haven't. You only "get" one out of sample estimate per CV layer. You've used that OOS estimate to select the model hyperparameters. You'll need another batch of out-of-sample data to estimate performance for the selected hyperparameters in any reasonable fashion.
Jun 6, 2015 at 14:26 comment added unk1102 Hi @user777 I am already using random split to split training data and test data and I have ran model multiple times with 100% accuracy. Random split makes sure no bias of training data set no? so don't you think I tried the approach you mentioned in different way
Jun 5, 2015 at 23:55 comment added Sycorax It's perfectly relevant. Otherwise you're testing on training data, which will bias performance estimates upwards.
Jun 5, 2015 at 19:50 comment added unk1102 Hi I have quality data sets of 10 thousands rows out of which I am using 8000 for training and 2000 for testing model
Jun 5, 2015 at 19:28 comment added user3684792 I am not sure the above comment is very relevant. How big is your data set?
Jun 5, 2015 at 18:25 comment added Sycorax Just write your own function.
Jun 5, 2015 at 18:24 comment added unk1102 Any pointers/links please with R code sample etc to do what you just explained. Though I am using Spark MLlib Java but I will understand R code.
Jun 5, 2015 at 18:19 comment added Sycorax It's just like regular CV, except it has 2 steps. CV the whole data set. Take all but 1 fold, and CV partition that data. Then use the inner data to CV select hyperparameters. Then train a model on all the inner data, and test the selected model on the holdout set. Repeat for all outer holdout sets.
Jun 5, 2015 at 18:16 comment added unk1102 Hi thanks for the response how do we do nested cross validation I have 80 % training data and 20% test data I did testing and error calculation on 20% data using model I created. Sorry I am very new to machine learning so please bear with my basic questions.
Jun 5, 2015 at 17:59 comment added Sycorax Did you train the model with nested cross validation? Selecting hyperparameters at the inner CV and then evaluating out-of-sample performance at the outer CV step?
Jun 5, 2015 at 17:37 review First posts
Jun 5, 2015 at 17:43
Jun 5, 2015 at 17:33 history asked unk1102 CC BY-SA 3.0