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Old 06-05-2012, 05:33 PM
markweitzman markweitzman is offline
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Join Date: Apr 2012
Location: Las Vegas
Posts: 69
Default Re: Cross validation and data snooping

I think with the data set we had - quite likely - remember there were only a finite number of points - given the values of Ein, Eout there were not that many points on which the measures could differ so there should only be a few cv values - I am writing from memory on this as the problem was a few weeks ago but my results on the scikit package were consistent with other packages including cvxopt and direct use of libsvm.
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