Cross-validation Tutorial: What, how and which?

"Statistics [from cross-validation] are like bikinis. Training set Test set 2 4. P. Raamana Goals for Today • What is cross-validation? Training set Test set ℵ 2 5. P. Raamana Goals for Today • What is cross-validation? Training set Test set ℵ 2 6. Training set Test set ℵ negative bias unbiased positive bias 2 7. P. Raamana What is generalizability? Training set Test set 5 18. Training set Test set bigger training set better learning 5 19. Training set Test set bigger training set better learning better testing bigger test set 5 20. Training set Test set bigger training set better learning better testing bigger test set Key: Train & test sets must be disjoint. Training set Test set bigger training set better learning better testing bigger test set Key: Train & test sets must be disjoint. And the dataset or sample size is fixed. Training set Test set bigger training set better learning better testing bigger test set Key: Train & test sets must be disjoint.