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MrMind comments on Open Thread, Jun. 29 - Jul. 5, 2015 - Less Wrong
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But then I'm allowed to ask "why?", and if the answer is "because I say so", then I feel pretty confident to dismiss the expert.
But that's not even the stage I'm at. A book is not an interactive medium, so the act has gone like this:
I'm still searching for an answer...
Try this paper or page 403 of this textbook.
Also, although in this case there seems to be an available answer, I don't think it makes sense to always expect that. Sometimes people find a technique that tends to work in practice and then only later come up with a theoretical explanation of why it works. If you happen to live in the period in between...
He! I've suddenly remembered that LW was founded exactly because the fields of AI and ML used too much frequentist (il)logic. The Sequence was about to restore sanity in the field.
Anyway, the textbook you mentioned seems pretty cool, thank you very much!
I'm no expert at machine learning. However as far as I remember the point of doing cross-validation is to find out whether your model is robust. Robustness is not a standard "Bayesian" concept. Maybe you don't appreciate it's value?
I would appreciate if there was en explanation of why something is done the way it is. Instead it's all about learning the passwords. Maybe it's just that the main textbook in the field is pedagogically bad, it wouldn't be the first time.
Getting deep understanding of a complex field like machine intelligence isn't easy. You shouldn't expect it to be easy and something that you can acquire in a few days.