@Nux1971 @rasbt I would consider the bootstrap method by @tsamardgr et al.: https://t.co/ToEGOmP3If It's a lot simpler to implement and faster than nested CV, and in my experience produces similar results
@2plus2make5 I'd consider this method (section "Computing confidence intervals with the bootstrap"): https://t.co/ToEGOmP3If
RT @ljbuturovic: @radekosmulski Used to implement the loops, no packages, but switched to the Bootstrap Bias Corrected method by @tsamardgr…
@radekosmulski Used to implement the loops, no packages, but switched to the Bootstrap Bias Corrected method by @tsamardgr et al. because is a lot simpler to implement, faster and produces very similar results: https://t.co/ToEGOmwUu7
@MaartenvSmeden Can you bootstrap the cv out of sample predictions? https://t.co/OAkHFUQpxl
RT @ljbuturovic: @f2harrell @kareem_carr Some of the recent advances in cross-validation come from ML world: https://t.co/9M38HF3Ft9 http…
@f2harrell @kareem_carr Some of the recent advances in cross-validation come from ML world: https://t.co/9M38HF3Ft9 https://t.co/ToEGOmOvSH
@DrLukeOR @weina_jin Before abandoning CV altogether, I would take a look at Bootstrap Bias Corrected CV by @tsamardgr et al.: https://t.co/ToEGOmwUu7 We found it performs similar to nested CV, but is order of magnitude faster, and much simpler to impleme
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
RT @tsamardgr: An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: http…
Outstanding paper from a world-class group... the algorithm speeds up the performance estimation approximately by a factor K (number of cross-validation folds). Also, easy to implement
An important paper of our group is out, on automating machine learning and estimating the performance of ML algorithms: https://t.co/db1fSEcq8R