Open ParadaCarleton opened 3 years ago
Currently, only leave-one-out CV is supported; leaving out more observations might be a good idea. If we do this, we should probably introduce bias corrections for cross-validation, since leave-k-out with k >> 1 can introduce large biases.
k >> 1
Currently, only leave-one-out CV is supported; leaving out more observations might be a good idea. If we do this, we should probably introduce bias corrections for cross-validation, since leave-k-out with
k >> 1can introduce large biases.