Suppose you have picked the parameter for a model using 10-fold cross validation (CV). Which of the following is the best way to pick a final model to use and estimate its error?
A. Pick any of the 10 models you built for your model; use its error estimate on the held-out data
B. Train a new model on the full data set, using the parameter you found; use the average CV error as its error estimate
C. Average all of the 10 models you got; use the average CV error as its error estimate
D. Average all of the 10 models you got; use the error the combined model gives on the full training set
Answer:B
Suppose you have picked the parameter for a model using 10-fold cross validation (CV). Which of the following is the best way to pick a final model to use and estimate its error?
A. Pick any of the 10 models you built for your model; use its error estimate on the held-out data B. Train a new model on the full data set, using the parameter you found; use the average CV error as its error estimate C. Average all of the 10 models you got; use the average CV error as its error estimate D. Average all of the 10 models you got; use the error the combined model gives on the full training set