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Results tagged with model-selection
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user 73547
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
Variable Selection One by One vs Simultaneously
Before going to the specifics of the method, first we need to understand the two classes of feature selection:
1. Univariate: where we consider the input features one by one.
2. Multivariate: where w …
- 774
1
vote
Accepted
When is n small enough to abstain from having a global test set?
I think if you look carefully you will find your answer in the posts that you have linked. The case of global test set is the best case scenario often referred to as three-way-split which is recommend …
CommunityBot
- 1
2
votes
Accepted
How to use cross validation for model comparison
Are the previously mentioned steps follow any standard procedure?
Yes! You are using hold-out validation set for final classifier comparison and k-fold cross-validation for the parameter (model) selec …
- 774