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Old 07-13-2021, 08:29 AM
gverhoev gverhoev is offline
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Join Date: Jul 2021
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Default Re: Is a test set needed after cross validation?

Dear professor Lin,

many thanks for your answer. However, is this not only a problem when N is small? It seems that with a large number of data points, every g- will be rather similar and close to g. In contrast, one would assume that a small number of data points (or huge outliers) would result in largely different g- hypotheses, hence a large variance.
* Is this reasoning correct?
* Would one still need a test dataset when there are many data points?
* is using the same data for training and validation in a leave-one-out CV not an example of data snooping?

Many thanks for your valuable insights!
Geert
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