LFD Book Forum The expected validation error
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#1
10-21-2012, 12:01 PM
 tom_bryant Junior Member Join Date: Sep 2012 Posts: 1
The expected validation error

The expected validation error of a classification problem should be a number, right? What is the meaning of calculating the expectation of a constant number with respect to the validation set? As far as I can see, it will be definitely be the same constant number.
#2
10-21-2012, 01:41 PM
 magdon RPI Join Date: Aug 2009 Location: Troy, NY, USA. Posts: 595
Re: The expected validation error

The validation error is a number that depends on the validation data. You can take the expectation of this number with respect to the validation data. That is the expected validation error.

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 Originally Posted by tom_bryant The expected validation error of a classification problem should be a number, right? What is the meaning of calculating the expectation of a constant number with respect to the validation set? As far as I can see, it will be definitely be the same constant number.
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