Question: ( 1 point ) Cross validation plays an important role in hyperparameter tuning and model evaluation in machine learning. Suppose that we are given some
point Cross validation plays an important role in hyperparameter tuning and model
evaluation in machine learning. Suppose that we are given some iid observations
drawn from some unknown probability distribution and that we are
interested learning through the following empirical risk minimization
hat
where is a regularization parameter, is a hypothesis space and :
denotes a loss function. Answer the following questions:
Suppose that is the only tuning parameter we have and we perform a fivefold
cross validation to tune this parameter. The candidate set of is cdots,
and the error criterion is the mean squared error. Express this cross validation
process mathematically.
Suppose that the response variable is binaryvalued and takes on only the values
Specifically, we observed that of the observations are labeled as
In this case, which cross valiation method would you choose to preform cross
validation? Please explain your reasoning.
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