Overfitting in Making Comparisons Between Variable Selection Methods on ShortScience.org

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Overfitting in Making Comparisons Between Variable Selection Methods
Reunanen, Juha
Journal of Machine Learning Research - 2003 via Local Bibsonomy
Keywords: dblp

Summaries/Notes 1

[link] Summary by Joseph Paul Cohen 8 years ago

This paper discusses an important bias in evaluation of methods using cross-validation. A method that makes decisions based of cross validation can appear to increase overall performance by simply dealing with the bias of cross-validation and not the real problem.

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