How to Use Out-of-Fold Predictions in Machine Learning
Last Updated on August 28, 2020 Machine learning algorithms are typically evaluated using resampling techniques such as k-fold cross-validation. During the k-fold cross-validation process, predictions are made on test sets comprised of data not used to train the model. These predictions are referred to as out-of-fold predictions, a type of out-of-sample predictions. Out-of-fold predictions play an important role in machine learning in both estimating the performance of a model when making predictions on new data in the future, so-called the […]
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