Homework 3 clarification

Homework 3 clarification

by Dave Glidden -
Number of replies: 0

On question 13 (cross-validation).

A few clarifications. First, this is not an analysis of data but it is meant as a reasoning exercise. 

The idea is you should critique the issues which would arise in a selection/assessment approach. I also

have rephrased a little for clarity

  1. Screen the predictors: perform separate analysis for each predictor to determine

    whether it is correlated with the class label. Select a subset of “good” predictors

    that show fairly strong correlation with the class labels (e.g. correlation > 0.8)

  2. Using just this subset of predictors, choose the optimum tuning parameter of the classifier using cross validation

  3. Estimate the prediction error of the model with the optimum tuning parameter using  cross validation