Standard Error of Repeat k-Fold Cross Validation
Hello everyone. I wanted to get people's opinions on what they think. I'm writing a paper, and I need to come up with a standard error for repeated k-fold cross validation. The problem is I'm not sure what a good metric is for this; we have two different sample spaces: the repeats and the folds. They don't seem to be entirely independent either. Should it be sigma/root(#repeats)? Or sigma/root(#repeats * k)? Or is it fine to use either as long as I clearly layout what I did?
u/Visible-Biscotti7769 — 7 days ago