Dear all,
I was wondering if the following example code is valid: http://scikit-learn.org/stable/auto_examples/model_ selection/plot_nested_cross_validation_iris.html My understanding is, that the point of nested cross-validation is to prevent any data leakage from the inner grid-search/param optimization CV loop into the outer model evaluation CV loop. This could be achieved if the outer CV loop's test data is completely separated from the inner loop's CV, as shown here: https://mlr-org.github.io/mlr-tutorial/release/html/img/ nested_resampling.png The code in the above example however doesn't seem to achieve this in any way. Am I missing something here? Thanks a lot, dh
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