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March 1, 2003Journal of Machine Learning Research

Overfitting in making comparisons between variable selection methods

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Abstract

This paper addresses a common methodological flaw in the comparison of variable selection methods. A practical approach to guide the search or the selection process is to compute cross-validation p...

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Cite This Study

ReunanenJuha (2003) studied this question.

synapsesocial.com/papers/6a73f37e17904f1565cde942 https://doi.org/10.5555/944919.944978

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