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Old 06-10-2012, 09:18 PM
Yellin Yellin is offline
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Join Date: Apr 2012
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Default Re: Data Snooping, Classifiers

You probably want an answer from an expert, but writing as just another student, I'd say yes, it is snooping, but it is nonetheless a good idea to do it because the learning apparatus between one's ears is likely to be superior in some respects to any published learning model. The problem with snooping is not that it's reprehensible. It's just that it's wrong to pretend it hasn't taken place when estimating the out of sample error.
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