Cross-Methods are a Leak/Variance Trade-Off

We have a new Win Vector data science article to share: Cross-Methods are a Leak/Variance Trade-Off John Mount (Win Vector LLC), Nina Zumel(Win Vector LLC) March 10, 2020 We work some exciting examples of when cross-methods (cross validation, and also cross-frames) work, and when they do not work. Abstract Cross-methods such as cross-validation, and cross-prediction … Continue reading Cross-Methods are a Leak/Variance Trade-Off