Quote:
Originally Posted by Ziad Hatahet
You should be seeing a change in the out-of-sample error when you vary  (for certain values of at least). Are you using classification error as your error measure? |
Well, I am seeing a change, just not really a reduction. Some are the same, some are bigger. I was expecting a dramatic drop in the out-of-sample error.
And yes, I have been using classification error, but that is a good point - I started using the regression residuals and such, but that mistake at least I caught.