On Thu, Jul 05, 2012 at 04:57:25PM +0200, Peter Prettenhofer wrote: > Model selection is my nemesis - little can be gained, everything lost :-)
Agreed! > In the end I did 5x 5-fold CV - the error std between the repetitions > was around 0.005. I am a big fan of using ShuffleSplit to reduce the variance by using many folds while keeping a 10 to 20% ratio between train and test. On our data it seems to be a good option, to the cost of computational time, of course. G ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
