Nested Cross-Validation Calculator
Unbiased evaluation with hyperparameter selection
About Nested Cross-Validation
Nested CV provides unbiased performance estimates when hyperparameter tuning is involved.
Structure:
- Outer loop: Provides unbiased test error estimate
- Inner loop: Selects best hyperparameters
Why needed: Regular CV with tuning leads to optimistically biased estimates due to information leakage from test set into model selection.