Penguins 14. Monte Carlo cross validation
Exercise (before watching the video)
Repeat the process of splitting the data into training and test sets 100 times, and find the accuracy of predictions for each one. Make sure the split is random and different each time.
Monte Carlo cross validation
https://en.wikipedia.org/wiki/Cross-validation_(statistics)#Repeated_random_sub-sampling_validation
Exercise
Increase the number of repetitions in your Monte Carlo cross validation loop by orders of magnitude until it stops changing appreciably.
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