Validation-set (1) 썸네일형 리스트형 [R] Cross Validation 1. What is Cross Validation? In real world, we can't get test data for \(MSE_{test}\). So we should divide train data into train set and test set. Test-set error estimation Mathmatical Adjustment : \(C_p\), \(AIC\), \(BIC\), Adjusted \(R^2\) Hold out : holding out a subset of training set. Validation set approach K-fold Cross Validation LOOCV, LpOCV 2. Validation Set Approach Divide training set.. 이전 1 다음
