Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory
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下载链接：
https://www.nber.org/papers/w32269
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资源简介：
We argue that comprehensive out-of-sample (OOS) evaluation using statistical decision theory (SDT) should replace the current practice of K-fold and Common Task Framework validation in machine learning (ML) research. SDT provides a formal framework for performing comprehensive OOS evaluation across
提供机构：
美国国家经济研究局
创建时间：
2024-03-01
