3.1. Cross-validation: evaluating estimator performance
https://scikit-learn.org/stable/modules/cross_validation.html
Here is a flowchart of typical cross validation workflow in model training.
https://scikit-learn.org/stable/_images/grid_search_workflow.png
3.7 Model Selection via k-fold Cross-Validationの手順とも重なる
training set / validation set / test setが必要
3.1.1. Computing cross-validated metrics
scikit-learn: cross_val_score
3.1.2. Cross validation iterators
3.1.3. A note on shuffling
交差検証のデータ分割の前にシャッフルする
shuffle引数について
This consumes less memory than shuffling the data directly.
To get identical results for each split, set random_state to an integer.
👉(積ん読)10.3. Controlling randomness
3.1.4. Cross validation and model selection
Cross validation iterators can also be used to directly perform model selection using Grid Search for the optimal hyperparameters of the model.
「交差検証イテレータは、モデルのハイパーパラメタを最適化するグリッドサーチを使ってモデルを選択するのにも直接使える」
3.2. Tuning the hyper-parameters of an estimator
3.1.5. Permutation test score
scikit-learn: permutation_test_score