Nested cross-validation when selecting classifiers is overzealous for most practical applications.
Jacques WainerGavin C. CawleyPublished in: CoRR (2018)
Keyphrases
- cross validation
- support vector
- training set
- unseen data
- nearest neighbor classifiers
- model selection
- binary classifiers
- hyperparameters
- variable selection
- grid search
- roc analysis
- feature selection
- decision trees
- cross validated
- test set
- svm classifier
- generalization error
- naive bayes
- rbf kernel
- training data
- meta learning
- kernel function
- support vector machine
- regularization parameter
- binary classification
- data sets
- error estimates
- ls svm
- training samples
- fold cross validation
- nearest neighbor classifier
- selection algorithm
- machine learning algorithms
- feature set
- supervised learning
- classification accuracy