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Repeatedly withholding subsets of the data during model fitting in order to quantify the model performance on the withheld data subsets.

4 votes
1 answer
1k views

CalibratedClassifier and RandomSearchCV

I was wondering what the right steps would be to perform both hyperparameter optimisation and obtain a calibrated model. I thought the following could be the right way (70% train split, 10% validation …
JonnDough's user avatar
  • 201
1 vote
1 answer
776 views

Scoring rules (log-loss vs. F1-weighted) and RandomizedSearchCV

I read multiple posts about scoring rules during cross-validation and the fact that the log-loss score is a proper scoring rule and, correct me if I am wrong, any threshold based approach is a imprope …
JonnDough's user avatar
  • 201