5. Estimating test error. Validation and Cross-validation

Classes for the Degree of Industrial Management Engineering at the University of Burgos. Playlist at https://www.youtube.com/playlist?list=PLN4kTzLXGGgWhZw7apsNp_sKxMsnCfzX3 Strongly based on the excellent free online courses by Andrew Ng (https://www.coursera.org/learn/machine-learning) and by Trevor Hastie and Robert Tibshirani (https://online.stanford.edu/courses/sohs-ystatslearning-statistical-learning) The following is an awesome book to learn more about this: Hastie, T., Tibshirani, R. & Friedman, J. (2009). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Second Edition. http://statweb.stanford.edu/~tibs/ElemStatLearn/