LFD Book Forum

LFD Book Forum (http://book.caltech.edu/bookforum/index.php)
-   Chapter 4 - Overfitting (http://book.caltech.edu/bookforum/forumdisplay.php?f=111)
-   -   question about cross validation (http://book.caltech.edu/bookforum/showthread.php?t=4589)

zhenlanwang 02-07-2015 01:33 PM

question about cross validation
First of all, I would like to thank you for setting up this website for reader like myself.

For "normal" validation, the aim is to estimate out of sample error for a given hypothesis, which depends on D-train.

For cross validation, the aim seems to have changed to estimate out of sample error for averaged hypothesis each trained with N-1 data points. Essentially, the estimates is about the expectation of out of sample error over all N-1 training set.

My question is how to resolve the inconsistency? Thank you.:D


htlin 02-15-2015 07:14 PM

Re: question about cross validation
The purpose of cross validation is to estimate the performance of a model (under some specific parameter setting) rather than of the "average" hypotheses. Hope this helps.

All times are GMT -7. The time now is 09:29 PM.

Powered by vBulletin® Version 3.8.3
Copyright ©2000 - 2022, Jelsoft Enterprises Ltd.
The contents of this forum are to be used ONLY by readers of the Learning From Data book by Yaser S. Abu-Mostafa, Malik Magdon-Ismail, and Hsuan-Tien Lin, and participants in the Learning From Data MOOC by Yaser S. Abu-Mostafa. No part of these contents is to be communicated or made accessible to ANY other person or entity.