06-05-2012, 04:28 AM
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RPI
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Join Date: Aug 2009
Location: Troy, NY, USA.
Posts: 597
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Re: Cross validation and data snooping
Yes. Otherwise you have data snooped.
Quote:
Originally Posted by marcello
To avoid data snooping, should we better leave out the cross validation subset when we normalize the data?
Cause I guess cv would be affected the same way as test data is, right?
So would it be better, for 10 fold cv, to scale data examining the 9/10 used for training, and the use the same scaling for the 1/10 left out for cv?
Would the results be comparable in that case, having 10 different scaling for the 10 different split?
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