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How Cross-Validation Can Go Wrong and What to Do About It

Beschreibung

"With the increasing use of “machine learning” methods in political science new terminology is introduced to our field. While most political methodologists extensively learned how to apply regression models, the application of newly introduced “machine learning” methods and models is often harder. This can lead to serious problems. Even more so, when one term—like crossvalidation—can mean very different things. We find four different meanings of cross-validation in applied political science work. We focus on cross-validation in the context of predictive modeling, where cross-validation can be used to obtain an estimate of true error or as a procedure for model tuning. Our goal with this work is to experimentally explore potential problems with the application of cross-validation and to show how to avoid them. With a reanalysis of a recent paper (Muchlinski et al. 2016) we highlight that these problems are not only of theoretical nature but can also affect the reported results of applied work. First, we survey political science articles in the leading journals of the discipline and identify different meanings of cross-validation in applied political science work. Second, we focus on problematic cross-validation in the context of predictive modeling. Using a single cross-validation procedure to obtain an estimate of the true error and for model tuning at the same time leads to serious misreporting of performance measures. We demonstrate the severe consequences of this problem with a series of experiments. Third, we use the study by Muchlinski et al. (2016) on the prediction of the onset of civil war to illustrate that problematic cross-validation can affect applied work. T" (Text excerpt, IAB-Doku) ((en))

Zitationshinweis

Neunhoeffer, Marcel & Sebastian Sternberg (2019): How Cross-Validation Can Go Wrong and What to Do About It. In: Political analysis, Jg. 27, S. 101-106. DOI:10.1017/pan.2018.39

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