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 tom_bryant 10-21-2012 12:01 PM

The expected validation error

The expected validation error of a classification problem should be a number, right? What is the meaning of calculating the expectation of a constant number with respect to the validation set? As far as I can see, it will be definitely be the same constant number.

 magdon 10-21-2012 01:41 PM

Re: The expected validation error

The validation error is a number that depends on the validation data. You can take the expectation of this number with respect to the validation data. That is the expected validation error.

Quote:
 Originally Posted by tom_bryant (Post 6700) The expected validation error of a classification problem should be a number, right? What is the meaning of calculating the expectation of a constant number with respect to the validation set? As far as I can see, it will be definitely be the same constant number.

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