Submitted by Visual-Arm-7375 t3_zd6a6j in MachineLearning
killver t1_iz03hvr wrote
Reply to comment by Visual-Arm-7375 in [D] Model comparison (train/test vs cross-validation) by Visual-Arm-7375
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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