New answers tagged tuning
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Why use nested validation when doing both hyper-parameter tuning and model selection?
I will post a slightly differently worded answer, to which I came after watching a lecture on generalization, reading a short chapter on generalization error in the book [1], and reading @Dikran ...
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Why use nested validation when doing both hyper-parameter tuning and model selection?
FWIW, the paper cited in the article was written by Mrs Marsupial and I - I think there may be some subtleties that have been missed.
Firstly, the purposes of the inner and outer cross-validation are ...
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