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SYNC all notebooks (#758)
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ogrisel authored Dec 11, 2023
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4 changes: 2 additions & 2 deletions notebooks/metrics_sol_02.ipynb
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},
"source": [
"Even if the score distributions overlap due to the presence of outliers in the\n",
"dataset, it is true that the average MSE is lower when `loss=\"squared_error`,\n",
"whereas the average MAE is lower when `loss=\"absolute_error` as expected.\n",
"dataset, it is true that the average MSE is lower when `loss=\"squared_error\"`,\n",
"whereas the average MAE is lower when `loss=\"absolute_error\"` as expected.\n",
"Indeed, the choice of a loss function is made depending on the evaluation\n",
"metric that we want to optimize for a given use case.\n",
"\n",
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6 changes: 3 additions & 3 deletions notebooks/parameter_tuning_nested.ipynb
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"<p class=\"first admonition-title\" style=\"font-weight: bold;\">Note</p>\n",
"<p>This figure illustrates the nested cross-validation strategy using\n",
"<tt class=\"docutils literal\">cv_inner = KFold(n_splits=4)</tt> and <tt class=\"docutils literal\">cv_outer = KFold(n_splits=5)</tt>.</p>\n",
"<p>For each inner cross-validation split (indexed on the left-hand side),\n",
"<p>For each inner cross-validation split (indexed on the right-hand side),\n",
"the procedure trains a model on all the red samples and evaluate the quality\n",
"of the hyperparameters on the green samples.</p>\n",
"<p>For each outer cross-validation split (indexed on the right-hand side),\n",
"<p>For each outer cross-validation split (indexed on the left-hand side),\n",
"the best hyper-parameters are selected based on the validation scores\n",
"(computed on the greed samples) and a model is refitted on the concatenation\n",
"(computed on the green samples) and a model is refitted on the concatenation\n",
"of the red and green samples for that outer CV iteration.</p>\n",
"<p class=\"last\">The generalization performance of the 5 refitted models from the outer CV\n",
"loop are then evaluated on the blue samples to get the final scores.</p>\n",
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