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Cross-Methods are a Leak/Variance Trade-Off

We have a new Win Vector data science article to share: Cross-Methods are a Leak/Variance Trade-Off John Mount (Win Vector LLC), Nina Zumel (Win Vector LLC) March 10, 2020 We work some exciting examples of when cross-methods (cross validation, and also cross-frames) work, and when they do not work. Abstract […]

A Theory of Nested Cross Simulation

[Reader’s Note. Some of our articles are applied and some of our articles are more theoretical. The following article is more theoretical, and requires fairly formal notation to even work through. However, it should be of interest as it touches on some of the fine points of cross-validation that are […]

On Nested Models

We have been recently working on and presenting on nested modeling issues. These are situations where the output of one trained machine learning model is part of the input of a later model or procedure. I am now of the opinion that correct treatment of nested models is one of […]