Does anyone see a link between machine learning's repeated epochs of training and the concept of cross-validation in linear modeling theory?
This article demonstrates what I perceive to be confusion about the validity of cross-validation combined with Bayesian optimization:
https://piotrekga.github.io/Pruned-Cross-Validation/
I am starting to believe cross-validation is actually a slower, less effective approximation of Bayesian inference. That opinion is informed by this Biometrika article from earlier this year (although I do not fully agree with the theoretical framework of coherence and prefer a more [Jaynesian](https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-050j-information-and-entropy-spring-2008/inference/) approach, but unfortunately he has been dead for more than 20 years):
https://academic.oup.com/biomet/article/107/2/489/5715611
seth.wagenman
·
2020-12-04T20:20:56Z (over 3 years ago)