Question: Suppose you have picked the parameter for a model using 10-fold cross-validation (CV). Which of the following is the best way to pick a final
Suppose you have picked the parameter for a model using 10-fold cross-validation (CV). Which of the following is the best way to pick a final model to use and estimate its error?
Pick any of the 10 models you built for your model; use its error estimate on the held-out data
Train a new model on the full data set, using the parameter you found; use the average CV error as its error estimate
Average all of the 10 models you got; use the average CV error as its error estimate
Average all of the 10 models you got; use the error the combined model gives on the full training set
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
