Cross-validation pitfalls when selecting and assessing regression and classification models

Overview of attention for article published in Journal of Cheminformatics, March 2014

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For hyperparameter tuning with cross validation, is it okay for the fold splits to be same for every hyperparameter trial?

Posted by Lim Kaizhuo, at stats.stackexchange.com, 17 Jan 2021

For hyperparameter tuning (random search/ grid search/ bayesian optimization), there are many trials performed for each set of…

Feature selection: nested cross validation

Posted by kifuc, at stats.stackexchange.com, 04 Oct 2020

I'd like to select features, and evaluate model performance using nested cross validation. My question is that I have to split…

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