57 questions linked to/from Nested cross validation for model selection
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### Why is the outer loop of nested cross validation needed? [duplicate]

I have read several threads and articles about the need to use nested cross validation when, for example, choosing between different machine learning algorithms. Here are two describing the use of ...
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### Cross validation and parameter tuning

Can anyone tell me what exactly a cross-validation analysis gives as result? Is it just the average accuracy or does it give any model with parameters tuned? Because, I heard somewhere that cross-...
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### Internal vs external cross-validation and model selection

My understanding is that with cross validation and model selection we try to address two things: P1. Estimate the expected loss on the population when training with our sample P2. Measure and report ...
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### How bad is hyperparameter tuning outside cross-validation?

I know that performing hyperparameter tuning outside of cross-validation can lead to biased-high estimates of external validity, because the dataset that you use to measure performance is the same one ...
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### How to build the final model and tune probability threshold after nested cross-validation?

Firstly, apologies for posting a question that has already been discussed at length here, here, here, here, here, and for reheating an old topic. I know @DikranMarsupial has written about this topic ...
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### Implementation of nested cross-validation

I'm trying to figure out if my understanding of nested cross-validation is correct, therefore I wrote this toy example to see if I'm right: ...
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### How is the confusion matrix reported from K-fold cross-validation?

Suppose I do K-fold cross-validation with K=10 folds. There will be one confusion matrix for each fold. When reporting the results, should I calculate what is the average confusion matrix, or just sum ...
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### Nested cross-validation - how is it different from model selection via kfold CV on the training set?

I often see people talking about 5x2 cross-validation as a special case of nested cross validation. I assume the first number (here: 5) refers to the number of folds in the inner loop and the second ...
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### How to get hyper parameters in nested cross validation?

I have read the following posts for nested cross validation and still am not 100% sure what I am to do with model selection with nested cross validation: Nested cross validation for model selection ...
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### 10-fold cross validation, why having a validation set?

I have my data stratified in 10 folders. So far I was using 9 of them to train the model, and the remaining one for testing it. A sudden thought just crossed my mind saying "you might be cheating". ...
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### How to do cross-validation with cv.glmnet (LASSO regression in R)?

I'm wondering how to approach properly training and testing a LASSO model using glmnet in R? Specifically, I'm wondering how to do so if a lack of an external test data set necessitates I use cross-...
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### CV for model parameter tuning AND then model evaluation

I have a basic question on using cross-validation for model parameter tuning (model training) and model evaluation (testing) similar to this Model Tuning and Model Evaluation in Machine Learning I ...
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### How to obtain optimal hyperparameters after nested cross validation?

In general, if we have a large dataset, we can split it into (1) training, (2) validation, and (3) test. We use validation to identify the best hyperparameters in cross validation (e.g., C in SVM) and ...