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Visual-Arm-7375 OP t1_iz03bcf wrote

Reply to comment by killver in [D] Model comparison (train/test vs cross-validation) by Visual-Arm-7375

Mmmm okay. But imagine you have 1000 datapoints and you want to compare a random forest and a DNN and select which one is the best to put it into production, how would you do it?

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killver t1_iz03hvr wrote

Do a 5-fold cross validation, train both models 5 times, and compare the OOF scores.

And of course optimize hyperparameters for each model type.

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