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Preview of https://www.jmlr.org/papers/volume11/cawley10a/cawley10a.pdf
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https://www.jmlr.org/papers/volume11/cawley10a/cawley10a.pdf (cawley10a.pdf)

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Model selection strategies for machine learning algorithms can lead to over-fitting, resulting in poor generalisation performance, and subsequent selection bias...
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