Timeline for How to choose the K-fold for a small data set
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6 events
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| Apr 17, 2020 at 14:25 | comment | added | cbeleites | Also, one repetition (run) of cross validation comprises evaluating all k folds. (It's just terminology, your repetitions are usually called folds, but repetitions are used for something else) | |
| Apr 17, 2020 at 14:23 | comment | added | cbeleites | The usual description is that one iterates over k folds in k-fold cross validation. r repetitions then means doing a total of r * k folds. The difference is that the k folds of the same repetition have disjunct test sets, whereas of the folds of 2 different repetitios exactly one from the one repetition and one from the other repetition share any given case as test case. | |
| Apr 17, 2020 at 14:21 | comment | added | tisPrimeTime | isn't LOOCV not just repeating cross validation "N" times? I'm not quite sure why the repetition part is important in this regard, I thought k-fold CV implies repeating 1 split validation K times | |
| Apr 17, 2020 at 14:21 | comment | added | cbeleites | In addition, while I agree that sometimes data sets are so small that LOO is the only option, the known drawbacks (see the q&a I linked above) of LOO are sufficiently serious that I do LOO pretty much only with independent sample size <= 5 or so (in that case, independent sample size is typically a high-level clustering in the data that creates dependence between more observations/cases). | |
| Apr 17, 2020 at 14:13 | comment | added | cbeleites | sorry, but: with LOO, k = N. Also, careful about the term repetitions: this is often used to denote new splits into another k subsets/folds. In that sense, repetitions are not possible for LOO. | |
| Apr 17, 2020 at 13:28 | history | answered | tisPrimeTime | CC BY-SA 4.0 |