Read https://web.stanford.edu/~hastie/ElemStatLearn/printings/ESLII_print12.pdf to learn how to do k-fold cross-validation. Then the implementation in CVX should be straightforward.
Thanks very much:smiley:
Read https://web.stanford.edu/~hastie/ElemStatLearn/printings/ESLII_print12.pdf to learn how to do k-fold cross-validation. Then the implementation in CVX should be straightforward.
Thanks very much:smiley: