The expected validation error

[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.

[magdon]

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.

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.