Abstract: We argue that comprehensive out-of-sample (OOS) evaluation using statistical decision theory (SDT) should replace the current practice of K-fold and Common Task Framework validation in machine learning.
Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory
Speaker
Charles Manski (Northwestern)
Date & Time
From: 30 September 2025, 11:30
Until: 30 September 2025, 12:30
Type
Seminar
Venue
UCL, 25 Gordon Street, Maths 500, WC1H 0AY