View Single Post
  #2  
Old 07-11-2021, 01:00 AM
htlin's Avatar
htlin htlin is offline
NTU
 
Join Date: Aug 2009
Location: Taipei, Taiwan
Posts: 610
Default Re: Data snooping versus explorative data analysis

P16 here

https://www.csie.ntu.edu.tw/~htlin/m...16_handout.pdf

provides a more practical view about dealing with data snooping. Explorative data analysis, data-driven modeling, or many other techniques may suffer from data snooping. Nevertheless, if we can try to be cautious/professional such that the pros (modeling better) are more than the cons (data snooping), those techniques can be helpful.

Hope this helps.
__________________
When one teaches, two learn.
Reply With Quote