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Old 07-10-2021, 11:57 PM
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htlin htlin is offline
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Join Date: Aug 2009
Location: Taipei, Taiwan
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Default Re: Is a test set needed after cross validation?

There are still several issues of Ecv. For instance, albeit (almost) unbiased, it can suffer from a huge variance. In that case, another set can be helpful in gauging the test performance.

https://www.csie.ntu.edu.tw/~htlin/p...pkdd05sage.pdf

Hope this helps.
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