New answers tagged cross-validation
2
votes
Establishing the minimum required training set size, when cross validating time series data
The problem with this question is that the idea that the data hold information to pick $k$ "optimally" is wrong. There is no such thing as a "true $k$" that could be estimated from ...
3
votes
How can I evaluate a time‑series forecasting model when I must train on the entire small dataset?
I concur with whuber's comment: having little data does not nullify accepted best practices about time series analysis and forecasting.
Simply go ahead and do your 80-20 split, using the first 40 ...
Top 50 recent answers are included
Related Tags
cross-validation × 3518machine-learning × 1004
r × 406
regression × 364
classification × 322
model-selection × 246
predictive-models × 208
time-series × 202
scikit-learn × 198
validation × 179
svm × 171
neural-networks × 169
overfitting × 162
hyperparameter × 162
random-forest × 148
logistic × 145
feature-selection × 144
python × 142
model-evaluation × 142
lasso × 100
caret × 96
bootstrap × 85
forecasting × 75
regularization × 68
boosting × 66