Cross-validation and hyperparamters in scikit-learn

Learning Objectives

After working through this topic, you should be able to:

• explain why the bias-variance trade-off in machine learning

• describe why optimizing hyperparameters on the test sample leads to overfitting them

• describe how cross-validation on the training data avoids this

• use scikit-learn to perform cross-validation and picking hyperparameters on a grid

Materials

Video:

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