P212121

Quick answer: hell no.

Here is the equation:

Did that help you?
Did you feel that light bulb go on, like YES! Now I know if this structure is good
Thank goodness they mentioned that equation in 6 point font

Yeah, I get that Rfree came out only 17 years ago and some people still haven’t figured out how to use a seat belt on a plane, but seriously, why is this going on?

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1. 

   Eric Williams
   January 4th, 2010 at 3:19 AM #

   “I get that Rfree came out only 17 years ago…”

   Meanwhile, the statistics and machine learning folks had been using similar (and more robust) forms of cross-validation for years prior to that. Kleywegt made my year when he published a short article calling for a second reserved set (he called Rsleep, machine learning types call it a test set). Because Rfree (a validation set) is monitored during refinement, it isn’t really free, though it’s freer than Rwork (a training set).