Search Results for author: Gavin Cawley

Found 2 papers, 1 papers with code

Nested cross-validation when selecting classifiers is overzealous for most practical applications

1 code implementation25 Sep 2018 Jacques Wainer, Gavin Cawley

The usual approach is to apply a nested cross-validation procedure; hyperparameter selection is performed in the inner cross-validation, while the outer cross-validation computes an unbiased estimate of the expected accuracy of the algorithm \emph{with cross-validation based hyperparameter tuning}.

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