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angvasilop / optimal_k

Optimizing k in k-fold cross validation
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formula for optimal k based on simualtions? #9

Open gjm112 opened 1 year ago

gjm112 commented 1 year ago

Can you fit a line through the n vs k optimal to come up with a simple formula for suggesting a value of k given a sample size?

angvasilop commented 1 year ago

k*_optimal = sqrt(2n) (see attachment to e-mail)