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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.

1 vote
1 answer
46 views

CV score vastly different from Train-Test score

I'm working on a multi-class classification task. I'm currently trying to tune a LGB model but have encountered a behavior that I do not understand. First, my data is from 1996 to 2015 so I split my d …
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