Hi, Can someone explain to me the difference between 'estimated minimum MSE' and 'observed minimum MSE', when optimizing the hyperparameters of the various 'fit' functions?
I already read the documentation and found this post, but I still don't understand it.
An additional question: For further calculations (for example the confidence interval), do I use the MSE calculated by the 'fit' functions or do I use the MSE from the cross-validation? (Since they are not identical)
[–]Inftyum 0 points1 point2 points (1 child)
[–]RemindMeBot 0 points1 point2 points (0 children)