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Effective Amazon Machine Learning by Alexis Perrier

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Implementing Monte Carlo cross-validation

We will now implement a Monte Carlo cross-validation strategy with five trials using shell commands and AWS CLI. And we will use this evaluation method to compare two models, one with L2 mild regularization and the second with L1 heavy regularization on the Ames Housing dataset. Cross-validation will allow us to conclude with some level of confidence which model performs better.

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