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Leave-K-Out Cross Validation and Bias Correction #21

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ParadaCarleton opened this issue Jul 31, 2021 · 0 comments
Open

Leave-K-Out Cross Validation and Bias Correction #21

ParadaCarleton opened this issue Jul 31, 2021 · 0 comments

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@ParadaCarleton
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Currently, only leave-one-out CV is supported; leaving out more observations might be a good idea. If we do this, we should probably introduce bias corrections for cross-validation, since leave-k-out with k >> 1 can introduce large biases.
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@ParadaCarleton