Concept

K-Fold Cross-Validation Bias-Variance Tradeoff

When selecting KK for K-Fold CV, we should consider a bias-variance trade-off. K-Fold CV provides KK estimates of the model error. The mean of the errors indicates the model's bias. A lower mean value indicates a higher accuracy of the model. The model variance is calculated based on the standard deviation of the errors. A lower variance indicates a low variation in the model performance. Usually, it is difficult to reduce both model bias and variance.

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Updated 2021-02-27

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Data Science