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Model Evaluation and Selection

  • Evaluation metrics: How can we measure accuracy? Other metrics to consider?
  • Use validation test set of class-labeled tuples instead of training set when assessing accuracy
  • Methods for estimating a classifier’s accuracy:
    • Holdout method, random subsampling
    • Cross-validation
    • Bootstrap
  • Comparing classifiers:
    • Confidence intervals
    • Cost-benefit analysis and ROC Curves

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