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Results tagged with cross-validation
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user 109699
Repeatedly withholding subsets of the data during model fitting in order to quantify the model performance on the withheld data subsets.
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Appropriate way to get Cross Validated AUC
I was thinking about cross-validation and how it is the most appropriate way to do it...
Let's take the case of binary logistic regression where the goal is to calculate the AUC.
Make the partition …
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