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5. $k$-fold cross validation with negative log-likelihood loss.
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5. $K$-fold cross validation with negative log-likelihood loss.
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@fig-cv illustrates the $K$-fold cross-validation procedure used for tuning
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the parameters $\lambda$ and $\alpha$. The notation $\#\lambda$ and $\#\alpha$
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denotes the number of candidate values considered for $\lambda$ and $\alpha$,
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respectively, forming a grid of $\mathrm{\#}\lambda \times \mathrm{\#}\alpha$
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total parameter combinations. For each of the $K$ iterations, negative
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log-likelihood loss is evaluated for all parameter combinations, yielding
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$K$ performance values per combination. The optimal parameter pair is selected
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as the one achieving the lowest average loss across the $K$ iterations.
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::: {#fig-cv}

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