Lecture 13 – Validation
Validation – Taking a peek out of sample. Model selection and data contamination. Cross validation. Lecture 13 of 18 of Caltech’s Machine Learning Course – CS 156 by Professor Yaser Abu-Mostafa. View course materials in iTunes U Course App – https://itunes.apple.com/us/course/machine-learning/id515364596 and on the course website – http://work.caltech.edu/telecourse.html
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This lecture was recorded on May 15, 2012, in Hameetman Auditorium at Caltech, Pasadena, CA, USA.