Linked Questions

7
votes
1answer
3k views

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 ...
3
votes
1answer
1k views

SVM parameter selection and model testing with cross-validation

I've read: Model selection and cross-validation: The right way Crossvalidation and/or testdata. Always use both or can one exclude the other? but I still don't get it. My problem is to construct a ...
2
votes
1answer
3k views

AIC BIC Mallows Cp Cross Validation Model Selection

If you have several linear models, say model1, model2 and model3, how would you cross-validate it to pick the best model? (In R) I'm wondering this because my AIC and BIC for each model are not ...
4
votes
0answers
4k views

Backward stepwise regression with cross validation in R

I would like to do model selection using backward stepwise procedure and cross validation. https://www.otexts.org/fpp/5/3 I have used stepAIC in ...
26
votes
4answers
10k views

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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