Validation is the process of assessing whether the results of an analysis are likely to hold outside of the original research setting. DO NOT use this tag for discussing `validity` of a measurement or instrument -- such as that it measures what it purports to.

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External validation of a group's machine learning process

Say there's a group (that is opaque to you) that's heavily using machine learning methods to produce some outputs. You don't have access to their input data or code but can ask high level questions ...
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13 views

What sort of cross validation is this?

I've always tested my classification techniques using non-standardised trial and error but I'm interested to see which category my techniques fall under. They seem to fall under several but I'm not ...
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2answers
25 views

What do we learn from a test set?

Suppose I split my data into two parts -- a training set (having 80% of my data) and a testing (20%) set. I train a model on my training set, and test it on the test set. What do we learn from ...
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4 views

Validation of prediction interval for count data

I have developed a random-effects (frailty) survival model for repeated events which enables calculating individual-specific mean and prediction interval for the cumulative incidence (rate) of future ...
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1answer
58 views

Calculate Brier score and cindex for AFT model in R

While with Cox PH model, package pec in R provides several useful functions to validate the models based on cindex and brier score, with AFT model, pec does not support object with class survreg. Is ...
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1answer
116 views

cross validation and validation( to find RMS error and correlation ) in matlab

Dear Experts; i have text data (sample points are 324) of different climatic parameters. 3rd column of each text file was contained some missing or NaN data. Using Scatter data interpolation in ...
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15 views

How to find the accuracy of a multiple linear regression model against existing dataset ?`

I need to make a statement of accuracy of my predictive model against existing dataset , how should I proceed ahead with it?
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40 views

How to split training data for parameter tuning and accurate out-of-sample predictions

I am currently working on a kaggle competition; ignoring the details, each training & test set example, in this competition, essentially consists of product and search term pairs. Given each of ...
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53 views

Computing c-index for an external validation of a Cox PH model with Stata

I have developed a Cox prognostic model based and internally validated it using bootstrapping. I also evaluated its calibration using Harrell’s $c$ statistic and Somers' $D$. I have also checked ...
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33 views

Calibration test of cox-model in external validation using stata

I'm planning to validate a cox-risk prediction model in external dataset. As a pert of the validation process, I want to test the calibration of my model in the external dataset. I would appreciate if ...
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1answer
39 views

Random Sample Validation

This is a real life scenario where I have just assumed responsibility for a new team The results of my team who perform legal contract abstractions are audited each month by our client using random ...
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20 views

Reposted: Calibration and Discrimination of Cox prognostic model with Stata [duplicate]

I'm planning to do an external validation of a Cox-prognostic model against another study and a published risk prediction equation. Yet, my previous exposure is limited validation of logistic model. ...
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28 views

nltk: odd outputs from bleu_score

For machine translation purposes I use bleu score, which seems to be the validation mechanism of choice (used in the sutskever 2014 sequence-to-sequence). The purpose is to get as high bleu as ...
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38 views

Should difference between accuracy of model on training data and testing data be considered for model selection?

Suppose I have two models (Model 1 and Model 2), Where Accuracy of Model 1 on test data is higher than that in Model 2 Difference between accuracy of model on test data and training data is higher ...
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1answer
42 views

Choosing number of samples to train a model

(On behalf of a colleague) I have performed some modelling based on a naïve Bayes classifiers model (weighted genomic risk score) and obtained reasonable ROCAUC results (used ROCR, pROC, and SDMtools ...
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2answers
65 views

Which balance strategy to learn from my very imbalanced dataset?

I'm using a deep learning approach on a dataset made of ~20 millions of elements, where each element has a TRUE or FALSE label. This dataset unfortunately is veeery imbalanced: I've 98% of falses and ...
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1answer
94 views

How to account for case weights when generating folds for K-fold CV?

I am currently working on a binary classification problem where each point in the dataset is paired with a case weight. Specifically, each record $(w_i, x_i, y_i)$ represents a distinct type of person,...
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11 views

dataset construction

I am trying to build a dataset for benchmarking but for which the sizes of each group is quite different. I am feeling there is something a bit dodgy in my current methodology but cannot point it out. ...
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1answer
97 views

What can be inferred from this residual plot?

This is with reference to http://analyticspro.org/2016/03/05/r-tutorial-residual-analysis-for-regression/. For Residual plot (b), where the residuals are increasing linearly (with respect to the ...
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21 views

How to determine sample size for validation?

In my study, I have a prediction model built using some previous samples that I have. Now I want to validate this model in an independent data set. Basically, I will use my model to make predictions ...
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1answer
26 views

Model prediction validation – when to retrain?

After a trained/tested model has been put in production, what's the best approach to keep track of the validity of the model such that one knows when to retrain?
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1answer
21 views

How to interpret Q quality index from val.prob and compare different scoring rule results

I'm interested in learning more about the Q value produced by val.prob in the R package RMS and how it compares with the Brier score. I understand Q, the quality ...
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1answer
33 views

How to choose the relative sizes of training and validation sets?

When I work with the methods of data mining, the data is split in training and validations data samples (and sometimes test). I know training + validation = 100%. Which criteria can I use to find a ...
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3answers
413 views

How to select or validate the selection of a clustering method?

One of the biggest issue with cluster analysis is that we may happen to have to derive different conclusion when base on different clustering methods used (including different linkage methods in ...
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1answer
136 views

Cross-validation techniques for time series data

What is an appropriate cross-validation technique for time series data? I have a daily 4 years time series data and fitting a SVM model by MATLAB R2015b: ...
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17 views

What would be simple way of calculating the area of a 3D PieChart's slices?

I have created a 3D Pie Chart able to be rotated. -> http://plnkr.co/edit/QIYu8sJUWPmxcby1ky9l?p=preview I did it to demonstrate how the visual perception of data in a Pie Chart can be distorted ...
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9 views

Method validation in non-regression problems

Assume I have a sample of r species/classes that follow a multinomial distribution, where the vast majority of classes only are observed once. Further, let us say I have k models that all are giving ...
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1answer
130 views

What is the difference between sensitivity analysis and model validation?

I read both wikipedia pages of sensitivity analysis and model validation (here, only linear regression validation) but I don't manage to find a way to separate these two terms. I have the impression ...
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20 views

Real-time accounting input valdiation

I'm currently fishing in troubled waters, as I've got a huge scope. I'm sorry in case this question had been asked already in before, however I couldn't find even a topic to look for with my small ...
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25 views

Sensitivity analysis for data validation

I have a dataset, which I believe contains errors. Basically my dataset contains recorded time intervals (in seconds) of visits to a certain place, that due to sensor oversensitivy have been ...
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28 views

What kind of bias am I introducing when I include Validation set (kept for model selection) in Train data?

As usual, I have three sets of data: Train, Validation and Test. So I use train data for model selection, where I select the model which would perform best on validation data. After selecting the best ...
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1answer
38 views

Evaluating a clustering against multilabels

I have a clustering of text documents, where each document is uniquely assigned to a cluster. I have a set of labels (keywords) attached to each document. That is, each label may be applied to many ...
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32 views

When is preferred the relative and stability-based cluster validation?

I need to validate a clustering algorithm result. I know that Cluster Validation is commonly divided into four categories: internal, external, relative and Stability-based criteria, where internal and ...
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55 views

Standard errors and confidence interval in cox regression model validation using RMS package

I am using RMS package of R to validate cox regression model with bootstrap. Please see the sample code below. I have three questions: (1) How do I request the standard errors and/or confidence ...
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1answer
62 views

Where can I find tests that validate the output of popular statistical software? (e.g. R, SPSS, SAS)

This has been difficult to search on Google. I've looked on R's website as well. I assume there are test suites that validate that R, SPSS, SAS, et al are giving the right output for a given analysis? ...
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1answer
35 views

Can I validate results after statistical hypothesis testing?

I have data from one clinical test for 450 patients. Depending upon my objective, I divided data into 7 different categories to compare two groups, in each category (inherited from parents and not ...
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38 views

Comparing two distributions (simulation vs. measurement) for describing model performance

On the one hand we use a complex mathematical model to determine the result of a process. The model will iterate e.g. 2000 times, each time using random samples for some unknown input parameters (...
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5 views

sampling size for binary group estimation (under randomized validation)?

Having binary groups with n members (size of several thousand or more members which can have 0 to ...
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2answers
361 views

Should final (production ready) model be trained on complete data or just on training set?

Suppose I trained several models on training set, choose best one using cross validation set and measured performance on test set. So now I have one final best model. Should I retrain it on my all ...
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19 views

What does this evaluation function mean?

I am solving a prediction problem where I am supposed to predict the number of clicks, given some historical Data. I am told that my predictions will be evaluated by a normalized weighted mean square ...
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21 views

What test can I use for Model Validation?

I ran the BTYD package in R which predicts the number of transactions that a customer is expected to make in the future.These expected values that I get are not integers but are in the form 0.14, 0.79,...
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17 views

Inproper model validation

Let us say that I have a data set D that contians N objects from K different species, words for example, where most of them occur one time. Now my advisor want's me to draw random samples with size ...
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55 views

What are the reasons why a classifier could produce bad results?

I know of four possible reasons: overfitting underfitting input data doesn't represent the problem (which I guess is underfitting) classifier isn't suitable (e.g. problem is not linear) Are there ...
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1answer
155 views

ML / train-test-validate: What is allowed when?

As someone getting started in machine learning, I am trying to get my head around the rules / good practices to follow when building, testing and validating supervised ML models in order not to ...
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1answer
89 views

How to pick the best model with cross validation?

Based on my understanding the leave one out cross validation is to hold a sample out as the test set and fit a model with remaining data and then calculate the error of prediction of the test sample ...
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1answer
58 views

What test shall I use to validate the use of a certain score to predict my outcome in a survival analysis?

I validate usage of a clinical cardiovascular score to predict the risk of dementia using data from a longitudinal study. Therefore, my outcome is binary (dementia yes or not) and the independent ...
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54 views

Which statistical test is preferred when comparing two predictive models?

Say, I have two predictive models A and B and recorded AUC (Area under curve) by running both the models on 20 different data sets. Now, if I want to find the best model out of these two for these ...
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28 views

Large condition number, but no effect on validation

My question is in regards to the relation between the condition number (or other multicollinearity diagnostics) and validation of a linear regression (lm in R). Specifically, I have extremely high ...
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6 views

How to model the behavior of Webservice and doing validation?

The goal is to find a smart way to validate the behavior of webservice such as CMS (wordpress, joomla). To give more detail, we want to be able based on observing host metrics ( cpu utilization,... ) ...
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23 views

Bootstrap within bootstrap?

I want to use .632 bootstrapping to validate an algorithm. The problem is that the algorithm itself also has bootstrapping procedures. Will that cause bias? Since bootstrapping with replacement will ...