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Results tagged with cross-validation
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user 63739
Repeatedly withholding subsets of the data during model fitting in order to quantify the model performance on the withheld data subsets.
1
vote
Accepted
Scoring a model with "distance from truth"
The metric you describe is in fact very common: It's mean absolute error, or MAE. In scikit learn you can find it in the metrics submodule.
Usually it's used for regression tasks, not for classificat …
- 722
8
votes
3
answers
3k
views
Train test split with time and person indexed data
Setup
Consider the data in the tables below, indexed by Subject and Time $t$. Both tables show the same dataset, once ordered by Subject, once ordered by $t$ (left vs. right). The train-test split fo …
- 722
1
vote
Why does `sklearn`'s validation curve return test scores in unsupervised learning?
validation_curve() is "similar to grid search with one parameter" and "merely a utility for plotting the results". Not a lot of intelligence is built into the function if you look at its code.
In pa …
- 722
5
votes
Accepted
Why the best model is the one with the smallest R squared? Ridge Regression
What went wrong? You're comparing apples with oranges
You computed training scores, meaning you scored the model on data you trained it with. You should compute test scores, i.e. a score on data the …
- 722