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.