Cross-validation

2 stories tagged Cross-validation on Learning Fanatic.

Lesson 4.3: Walk-forward and out-of-sample testing Learn walk-forward testing: rolling and anchored windows, purging and embargo for overlapping labels, combinatorial splits, and how to read out-of-sample decay.
Lesson 6.1: Train, validation and test splits, and cross-validation Learn why a model must be judged on data it has not seen, how to split data into training, validation and test sets, and how cross-validation works.