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22-Feb-2016 01:09

The general technique we learn is cross-validation or out-of-sample validation.

One round of cross-validation consists of randomly partitioning your data into a training and validating set then running our induction algorithm on the training data set to generate a hypothesis algorithm which we test on the validating set.

A ‘good’ machine learning algorithm (or rule for induction) is one where the performance in-sample (on the training set) is about the same as out-of-sample (on the validating set), and both performances are better than chance.

The technique is so foundational that the only reliable way to earn zero on a machine learning assignments is by not doing cross-validation of your predictive models. If you are a regular reader, you can probably induce from past post to guess that my point is not to write an introductory lecture on cross validation.

A large chunk of machine learning (although not all of it) is concerned with predictive modeling, usually in the form of designing an algorithm that takes in some data set and returns an algorithm (or sometimes, a description of an algorithm) for making predictions based on future data.

In terminology more friendly to the philosophy of science, we may say that we are defining a rule of induction that will tell us how to turn past observations into a hypothesis for making future predictions.

Of course, Hume tells us that if we are completely skeptical then there is no justification for induction — in machine learning we usually know this as a no-free lunch theorem.

Being aware of and circumventing over-fitting is usually one of the first lessons of an introductory machine learning course.Markets provide us with the perfect opportunity to look at a very complicated system that we understand poorly, but where we can relatively easily quantify the success of predictions as amount of money made trading, and have a natural data source in the form of price data.Unfortunately, this just shifts the problem since there are countless possible regularities and we have to identify ‘the right one’.Thankfully, this restatement of the problem is more approachable if we assume that our data set did not conspire against us.The technique is so ubiquotes in machine learning and statistics that the Stack Exchange dedicated to statistics is named Cross Validated. Instead, I wanted to highlight some cases in science and society when cross validation isn’t used, when it needn’t be used, and maybe even when it shouldn’t be used.

Being aware of and circumventing over-fitting is usually one of the first lessons of an introductory machine learning course.Markets provide us with the perfect opportunity to look at a very complicated system that we understand poorly, but where we can relatively easily quantify the success of predictions as amount of money made trading, and have a natural data source in the form of price data.Unfortunately, this just shifts the problem since there are countless possible regularities and we have to identify ‘the right one’.Thankfully, this restatement of the problem is more approachable if we assume that our data set did not conspire against us.The technique is so ubiquotes in machine learning and statistics that the Stack Exchange dedicated to statistics is named Cross Validated. Instead, I wanted to highlight some cases in science and society when cross validation isn’t used, when it needn’t be used, and maybe even when it shouldn’t be used.A good first stop for looking at prediction is finance.