2010-12-14: Edited to add final image and improve accuracy of associated note, added info on position size in 2nd paragraph.
I completed the following 5-Fold Cross-Validation study to illustrate my previous post. The details follow:
Cross-Validation
My biggest fear is to be fooled by randomness: curve-fitting is the enemy hidden in plain sight.
I have completed a lot of system development research and testing over the last month. A large part of that work has involved searching for robust parameter sets. I have been thinking about good methods of testing the degree to which an optimal parameter set is a product of curve-fitting.
Some form of cross-validation seems like the way to go. First I will briefly describe the concept. Then review some good and bad ideas on how to implement the process.
I have completed a lot of system development research and testing over the last month. A large part of that work has involved searching for robust parameter sets. I have been thinking about good methods of testing the degree to which an optimal parameter set is a product of curve-fitting.
Some form of cross-validation seems like the way to go. First I will briefly describe the concept. Then review some good and bad ideas on how to implement the process.
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Cross Validation
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