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💡 use when you have a small training/validation set
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*k-*fold method overview
- split data into $k$ non overlapping subsets i.e “folds”
- choose a fold to be the validation set, rest of folds used to train
- Evaluate performance on this split
- Repeat until all possible validation folds are chosen
- Return average performance on $k$-fold cross validation
Applications
- Less noisy estimate of hyperparameter effects on model