Assume you have a training dataset consisting of 1 millionobservations.
Suppose fitting the model with p features on this datatakes 10-5p seconds.
Suppose you want to choose the best p by searching over20 features. How long will it take to run LOOCV for this selectiontask?
AAbout 3.3 hoursBAbout 3.3 daysCAbout 3.3 weeksDAbout 3.3 years
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