Machine Learning Fundamentals · free preview

Data Splits and K-Fold Cross-Validation

Model selection needs a quantity the training set cannot provide, so the data is split three ways, and K-fold cross-validation recovers a usable validation estimate when data is scarce.

1. The problem selection creates

The problem selection creates

2. The three-way split

The three-way split

3. K-fold cross-validation

K-fold cross-validation

4. What the validation set is for

In a three-way split, the quantity used to compare candidate models and tune hyperparameters is the ____ error.

5. What K-fold evaluates on

In KK-fold cross-validation with K=5K = 5, each round trains on ____ folds and validates on ____ fold.

6. Why the test set stays untouched

A practitioner compares 300 candidate hyperparameter settings by evaluating each on the test set and picking the best. Which statement describes the consequence?

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