In a machine learning procedure, suppose we've chosen k=10 for the "K-Fold Cross Validation". After we do the k steps of "K-Fold Cross Validation", how do we choose the final model for the classifier ? (The one will we use in order to predict new data)
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2$\begingroup$ Possible duplicate of K-Fold Cross validation confusion? $\endgroup$– Toros91May 8, 2018 at 9:05
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K-fold cross validation only helps you giving an estimation of the error you are going to make with a given model. K-fold can be used in order to tune hyperparameters: we have a model that depends on some hyperparameters, we compute the K-fold validation error using different values of the hyperparameters, and we take the model with the lowest cross-validation error. Finally, we train the model with the chosen hyperparameters with all the training data and we build a classifier based on that model.
answered May 8, 2018 at 8:41