scikit-learn Cookbook , Second Edition - Second Edition

Introduction

This is perhaps the most important chapter. The fundamental question addressed in this chapter is as follows:

• How do we select a model that predicts well?

This is the purpose of cross-validation, regardless of what the model is. This is slightly different from traditional statistics, which is perhaps more concerned with how we understand a phenomenon better. (Why would I limit my quest for understanding? Well, because there is more and more data, we cannot necessarily look at it all, reflect upon it, and create a theoretical model.)

Machine learning is concerned with prediction and how a machine learning algorithm processes new unseen data and arrives at predictions. Even if it does not seem like traditional statistics, you ...