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3 votes

Bayesian Justification of Cross-validation

Several ideas could serve to justify model selection based on the ELPD instead of the model-posterior. Direct relation to frequentist-like MSE comparison for regression models with Gaussian ...
Johan de Aguas's user avatar
1 vote

How to interpret the results of a classifier when train/test method gives much better results than cross validated one?

What does these varying scores represent, particularly the low scores of cross validation? Together, they represent the fact that error estimtes based on a small number of tested cases are highly ...
cbeleites unhappy with SX's user avatar

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