Highlights
Task
A data scientist is asked to train and evaluate a neural network to solve a multiclass classification problem. She is given a dataset composed of 1000 samples (1/3 per class), with 3 variables and freedom to choose the number of elements and layers in the neural network. The data scientist decides to use the three variables for classification with no feature selection or extraction. To decide on the number of hidden layers and elements,she splits the dataset into train (70%) and test sets (30%), and bases her decision on the value of the cost function obtained from the train set for different configurations.
a) Critically discuss the appropriateness of this approach.
b) Suggest alternatives to the above methodology to overcome the problemsyou identified. If you found the approach had no flaws, describe how you would carry out ROC analysis for evaluation in such a problem
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