benkuhn comments on Using machine learning to predict romantic compatibility: empirical results - Less Wrong

24 Post author: JonahSinick 17 December 2014 02:54AM

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Comment author: benkuhn 18 December 2014 06:11:07AM 0 points [-]

I would beware the opinions of individual people on this, as I don't believe it's a very settled question. For instance, my favorite textbook author, Prof. Frank Harrell, thinks 22k is "just barely large enough to do split-sample validation." The adequacy of leave-one-out versus 10-fold depends on your available computational power as well as your sample size. 200 seems certainly not enough to hold out 30% as a test set; there's way too much variance.

Comment author: RyanCarey 18 December 2014 06:50:29AM *  0 points [-]

That's interesting, and a useful update.

On thinking about this more, I suppose the LOO/k-fold/split-sample question should depend a lot on a bunch of factors relating to how much signal/noise you expect. In the case you link to, they're looking at behavioural health, which is far from deterministic, where events like heart attacks only occur in <5% of the population that you're studying. And then the question-asker is trying to tease out differences that may be quite subtle between the performance of SVM, logistic regression, et cetera.

Comment author: JonahSinick 18 December 2014 06:34:10AM 0 points [-]

also depends on the number of features in the model, their distribution, the distribution of the target variable, etc.