- How do I choose which model to use for my supervised learning task?
- How do I choose the best tuning parameters for that model?
- How do I estimate the likely performance of my model on out-of-sample data?
Previously we looked at a 3 different models:
- Classification task: Predicting the species of an unknown iris
- Used three classification models: KNN (K=1), KNN (K=5), logistic regression
- Need a way to choose between the models
Solution: Model evaluation procedures