Cross-Validation
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- Automated Machine Learning (AML) - AutoML
- Principal Component Analysis (PCA)
- Feature Exploration/Learning
- Recursive Feature Elimination (RFE)
- Recursive Feature Elimination (RFE) for Feature Selection in Python | Jason Brownlee - Machine Learning Mastery
- Notes on Feature Preprocessing: The What, the Why, and the How | Matthew Mayo - KDnuggets
a technique for evaluating ML models by training several ML models on subsets of the available input data and evaluating them on the complementary subset of the data. Use cross-validation to detect overfitting, ie, failing to generalize a pattern Developer Guide - Amazon AWS ML
- Method of estimating expected prediction error
- Helps selecting the best fit model
- Help ensuring model is not over fit
Types of Cross Validation:
- K-Fold
- Leave One Out
- Bootstrap
- Hold Out
