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由于我们最终可用的数据样本只有不到1000个,是否可以考虑使用 leave one out的方法来做验证呢? 这样计算开销最大,但是准确度也是最高的。
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But recent studies show that optimizing the cox partial likelihood is equivalent to optimizing CI
所以wrapper方法同样实现了寻找一个模型的最优参数,因为在 wrapper方法中CI是衡量模型的预测能力的。
Evaluating model performance: 以CI作为评估的baseline, 实现其他评估方法,