In the Coursera video lecture by Prof. Andrew Ng, he discusses about some basic good practices in Machine Learning. At the time stamp of around 11mins, in this video lecture, https://www.youtube.com/watch?v=ISBGFY-gBug the learning curve is shown which is a plot of cross-validation error and training error vs the size of the training set. I am doing the k fold cross-validation
method for hyperparameter tuning and model selection.
In this scenario,
- consider the variable
Xdata
to be the entire feature set which is split into training set,DataTrain
that is used in thek fold
setup and is further split into training subset and validation subset. - So, using
DataTrain
we havetrainData
andtestData
for the k fold setup. Then there is an independent test set, denoted by the variable
DataTest
.When using k fold cross validation method, to plot the learning curve, would training error be the misclassification error on
DataTrain
and cross-validation error be the misclassification error using the validation subset,testData
?