0
votes
1answer
38 views

How do you measure the accuracy of an inference hypothesis/procedure?

Take inference to mean reasoning/predicting the value of a hidden/laten variable $Z$ given some evidence/data $X$. For example, maybe you are trying to find out if your patient has Cancer (Z = 1 if he ...
2
votes
2answers
35 views

The size of the sample for split validation

At this moment I have a dataset with 4000 samples (50% positive and 50% negative). Normally I would do cross validation for this approach, however besides normal data mining techniques I am also ...
0
votes
0answers
15 views

Validating a multivariate categorical model

I assume that my population is a sample of an unknown multivariate categorical distribution $\mathbf{X} = (X_1, X_2, \ldots, X_k)$. From this population, a sample $\mathbf{X^*}$ is available, I assume ...
0
votes
1answer
30 views

use of validation set on lasso cross validation

When training a model a train, a validation and test set are used. I was wondering if there is any paper or example that proves that the use of an independent validation set increase the performance ...
2
votes
1answer
61 views

Cross-validation for Comparing Clustering Techniques

I'm working on comparing multiple clustering algorithms to each other using the adjusted Rand index for a given dataset. We have a gold standard that we'd like to compare the obtained clustering ...
3
votes
2answers
285 views

k folds cross validation on a multi-class dataset

Cross validation is one of the most important tools because it gives us an honest assessment of the true accuracy of our system. In other words, the cross-validation process provides a much more ...
0
votes
0answers
36 views

Validation of model with relatively sparse data

I am not a statistician, so please forgive my lack of precision with terminology in the following background and question. I have done a fair amount of reading and research about the following, but ...
1
vote
0answers
66 views

Can holdout validation be systematically biased?

I recently did some experimenting comparing some common method of internal validation. In my field, the use of a single 1:1 holdout validation is extremely common, even with very small datasets, and I ...
1
vote
1answer
250 views

How can I validate a logistic regression model using averaged parameter estimates?

Let me say thanks in advance. I'm working with a set of data that contains reported coyote sightings. I use 2/3 of the data for model calibration along with an equal number of pseudo absences. I ...
3
votes
2answers
1k views

How do I validate my multiple linear regression model?

I have split my data into two parts. I have used my 80% data to build a multiple regression linear model. Now I want to test it using my rest 20% data. What tools on Minitab do I have to make this ...
0
votes
0answers
342 views

How to write a loop in R to select multiple regression model and validate it?

I would like to run a loop in R. I have never done this before, so I would be very grateful for your help ! I have a sample set: 25 objects. I would like to draw 1 object from it and use it as a ...
3
votes
1answer
54 views

Mixing User Data For Cross-Validation

I have data from 12 users, and want to perform cross-validation. Is it necessary that I create my training and test data from different users, or can all of the data be randomized, and then split into ...
0
votes
1answer
142 views

Using components from PCA as index / measurement?

I have used Principal Component Analysis to find main components that desribe the perceptions of the environment. The goal is to use those main components as index / measurement for another study. My ...
2
votes
1answer
87 views

Is a different CV arrangement the same as a validation set?

I have a smallish dataset ~ 1500 rows X 500 columns. I've been using a standard 5 fold CV setup where row 1 = CV set1, row2 = CV set2, ... row 6 = CV set1,etc. I'm at the point where I'm trying to ...
2
votes
2answers
752 views

What are acceptable validation or cross validation error rates?

Is there a commonly acceptable error rate for validation? As in, if the error rate is less than X %, then my machine learning method would be considered "successful". I'm looking for something ...
8
votes
2answers
2k views

What is the procedure for “bootstrap validation” (a.k.a. “resampling cross-validation”)?

"Bootstrap validation"/"resampling cross-validation" is new to me, but was discussed by the answer to this question. I gather it involves 2 types of data: the real data and simulated data, where a ...
0
votes
1answer
276 views

What is a good academic citation for cross-validation?

I performed a holdout cross-validation analysis on a multilevel model fit. The purpose of this was to show that we didn't have a problem with over-fitting, for which it worked just fine. Now we are ...
1
vote
1answer
118 views

Difference between Step validation and Cross validation

I'm trying to model some chemical data from a series of spectra. I've gone through the preprocessing step and selected "autoscale" (I'm using Pirouette). And when it comes to validation I'm a little ...
3
votes
1answer
667 views

How to choose training and test sets

I would like to propose a single model (decision tree), that is very variable, and validate it. I have choosen parameters after I had obtained good quality measures with a cross-validation. I could ...
1
vote
0answers
163 views

Minimal number of samples/conversions for statistical validity

We are measuring conversion rates (% of visitors who bought) on an e-commerce site. The test apply to a segment of visitors who meet specific criteria (for example people from a certain country). ...