Averaging Models

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Gregory Lahman

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Oct 21, 2022, 10:31:49 AM10/21/22
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If you do cross-validation how would you average out the models in the end to create one SSM?

Max

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Oct 22, 2022, 6:00:01 AM10/22/22
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Hi Gregory, 

cross-validation is just for evaluation purposes; it's not meant to create a model. 
Usually, you would build your model with all the training data available. Then, however, you don't have unseen test data to evaluate your model. This is where cross-validation comes into play -- it's purpose is to evaluate your model, not to build one.

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Max
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