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MarkusJH
Level I

Nested Cross-Validation Script?

Hello, how can I apply nested cross-validation outside of the model screening platform?

 

I would strongly suggest to extend the Make-Validation-Column Section by an option to automate nested cross validation for all predictive models. It would be cool to just select a validation column (or 2 validation columns) for nested cross-validation.

 

In the meantime, could you please provide me with an example script to perform nested cross-validation for all types of predictive models, e.g. neural models or Bootstrap Forest.

 

Thank you in advance

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