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Machine learning algorithms build a model of the training data. The term "machine learning" is vaguely defined; it includes what is also called statistical learning, reinforcement learning, unsupervised learning, etc. ALWAYS ADD A MORE SPECIFIC TAG.

5 votes

Use of nested cross-validation

With a held-out test set clf.fit produces one unbiased estimate while nested cross-validation with cross_val_score produces several unbiased estimates. The advantage of nested cross-validation is a be …
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9 votes
2 answers
16k views

How to prepare interactions of categorical variables in scikit-learn?

What is the best way to prepare interactions of categorical features before fitting with scikit-learn? With statsmodels I could conveniently say in R-style smf.ols(formula = 'depvar ~ C(var1)*C(var2) …
tobip's user avatar
  • 1,580
75 votes
1 answer
71k views

How to split the dataset for cross validation, learning curve, and final evaluation?

What is an appropriate strategy for splitting the dataset? I ask for feedback on the following approach (not on the individual parameters like test_size or n_iter, but if I used X, y, X_train, y_trai …
tobip's user avatar
  • 1,580