I'm currently running lowess on a dataset, and am wondering what bandwidth I should use. What are some guidelines for selecting the bandwidth? Or is it largely arbitrary?
Asked
Active
Viewed 164 times
1 Answers
2
Similar to other machine learning problem for hyperparameter tuning. We can use a test data set or validation data set to select the "best one" in a separate data set.
Difference between testing and validation data set can be found here What is the difference between test set and validation set?
