机器学习 4 model selection and feature selection

机器学习 第10讲 http://v.163.com/movie/2008/1/U/O/M6SGF6VB4_M6SGJURUO.html

1. hold-out cross validation

training set - 70%

cross-validation set - 30%

a. k = 10 

b. leave one out CV

2. feature selection problem 即数据挖掘中的特征化 属性选择

forward selection algorithm begin with empty set

backward search begin with full set

3. empty heart problem, 没听懂。