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Model selection is a problem of judging which model from some set performs best. Popular methods include $R^2$, AIC and BIC criteria, test sets, and cross-validation. To some extent, feature selection is a subproblem of model selection.

1 vote
1 answer
646 views

Model selection procedure for large data sets using cross validation

I have a question about model selection using cross validation. As far as I understood from many other replies related to model selection here, one should use nested cross validation in order to pro …
Ira Z.'s user avatar
  • 13
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What is a fair way to compare models after model selection procedure?

The question is phrased a bit awkwardly probably, but let me explain it in more detail. I am using feedforward neural nets with one hidden layer to model a variable of interest. I have a set of inpu …
Ira Z.'s user avatar
  • 13