On 03/14/2012 10:50 PM, Alexandre Gramfort wrote: > to break ties an idea would be to select the parameters that lead to > lowest variance i.e. not just look at the mean score across folds >
Unfortunately the estimated variance across the folds is not a reliable estimate of the true variance because the classifiers across the folds - so their scores - are correlated to a degree which is not easy to estimate. See for example: http://jmlr.csail.mit.edu/papers/v5/grandvalet04a.html I am quite interested in this topic so if someone has interesting references/pointer please share! Best, Emanuele ------------------------------------------------------------------------------ This SF email is sponsosred by: Try Windows Azure free for 90 days Click Here http://p.sf.net/sfu/sfd2d-msazure _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
