On Mon, Feb 27, 2017 at 10:13:04PM +0000, Ludovico Coletta wrote:
> The data is stored in a numpy array (shape: 68, 24). We are using scikit 18.1

> I saw that I wrote something wrong in previous email. Your solution is indeed
> correct if we leave Scikit decide how to manage the inner loop. This is what 
> we
> did at the beginning. By doing so, we noticed that the classifier's perfomance
> decrease (in comparison to a non-optimised classifier).

With 68 samples, it is not that surprising the model-selection with
cross-validation is not able to select a good model. We found the same
problem in brain imaging data [1], and it's an intrinsic problem due to
small sample sizes: cross-validation is just not very accurate in these
settings.

Gaƫl

[1] https://arxiv.org/abs/1606.05201

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