The number you should actually report

Machine Learning · from The honest estimate

nested CVbest_score_selection optimismwinner’s cursetest set discipline

Putting the kettle on…

Starting up…

Exercise 2

The number you should actually report. Search on the training split, then return [best_score_, test_auc], rounded to 4 places — and notice they are not the same.

your answer
stuck? the lesson behind it
The honest estimate
best_score_ is a winner’s score — and here the optimism is 0.0003