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I think Jack Gallant and colleagues get it right by basically applying the method that works well in machine learning. Train your model on one dataset, and then
by phreeza 6y ago
I think Jack Gallant and colleagues get it right by basically applying the method that works well in machine learning. Train your model on one dataset, and then validate on a held out test set. That should get rid of the majority of all statistical artifacts (as long as you do the split right of course).