Timeline for How do I test the success of my cross validation fit across all samples?
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Feb 19, 2022 at 8:57 | comment | added | gunes | Correct, that is what I believe your supervisors meant. | |
| Feb 19, 2022 at 5:32 | comment | added | sumthymes | Thanks for helping me to understand. Just to clarify on your second paragraph: I should use the obtained tuning parameter (lambda) from CV, fit model on all training data, then test on holdout quarter. Each time I will get a different tuning parameter, but the idea is to test cross validation fit across all samples so it wouldn't matter - is this correct? | |
| Feb 19, 2022 at 5:13 | vote | accept | sumthymes | ||
| Feb 18, 2022 at 20:20 | history | answered | gunes | CC BY-SA 4.0 |