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Cross validation? #38

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DanielKuehn87 opened this issue Dec 28, 2017 · 1 comment
Open

Cross validation? #38

DanielKuehn87 opened this issue Dec 28, 2017 · 1 comment

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@DanielKuehn87
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Are you currently using any form of CV?
It kind of looks like you are using a holdout set for early stopping and then use this holdout set for the optimization.
@ja-thomas
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Yes you're correct.
Since the optimization error is biased anyways we use the same. This not not 100% correct evaluation, but shouldn't make a huge difference (hopefully). This is also true for the threshold tuning.

We don't need an additional validation set with that approach. There is a branch with an additional validation set if you need it.

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@ja-thomas @DanielKuehn87