3 ms·
Massive hyperparameter sweeps without any cross validation are the perfect way to overfit holdout sets on small tabular datasets.
by woadwarrior01 5y ago
Massive hyperparameter sweeps without any cross validation are the perfect way to overfit holdout sets on small tabular datasets.
- cochne 5y agoBut they evaluate on a test set while sweeping on a dev set, so there is no risk of overfitting to the test set.