Cross-validation pitfalls when selecting and assessing regression and classification models. Krstajic, D., Buturovic, L. J., Leahy, D. E., & Thomas, S. Journal of Cheminformatics, 6(1):10, March, 2014.
Cross-validation pitfalls when selecting and assessing regression and classification models [link]Paper  doi  abstract   bibtex   
We address the problem of selecting and assessing classification and regression models using cross-validation. Current state-of-the-art methods can yield models with high variance, rendering them unsuitable for a number of practical applications including QSAR. In this paper we describe and evaluate best practices which improve reliability and increase confidence in selected models. A key operational component of the proposed methods is cloud computing which enables routine use of previously infeasible approaches.
@article{krstajic_cross-validation_2014,
	title = {Cross-validation pitfalls when selecting and assessing regression and classification models},
	volume = {6},
	issn = {1758-2946},
	url = {https://doi.org/10.1186/1758-2946-6-10},
	doi = {10.1186/1758-2946-6-10},
	abstract = {We address the problem of selecting and assessing classification and regression models using cross-validation. Current state-of-the-art methods can yield models with high variance, rendering them unsuitable for a number of practical applications including QSAR. In this paper we describe and evaluate best practices which improve reliability and increase confidence in selected models. A key operational component of the proposed methods is cloud computing which enables routine use of previously infeasible approaches.},
	number = {1},
	journal = {Journal of Cheminformatics},
	author = {Krstajic, Damjan and Buturovic, Ljubomir J. and Leahy, David E. and Thomas, Simon},
	month = mar,
	year = {2014},
	pages = {10},
}

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