Disadvantages of hyperparameter tuning on a random sample of dataset
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01-11-2019 - |
Pergunta
I often work with very large datasets where it would be impractical to check all relevant combinations of hyperparameters when constructing a machine learning model. I'm considering randomly sampling my dataset and then performing hyperparameter tuning using the sample. Then, I would train/test the model using the full dataset with the chosen hyperparameters.
What are the disadvantages of this approach?
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