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Does anyone know an approach to performing model selection in Weka through cross validation for regression problems?

As far as I can tell, the cross validation is implemented in Weka just to assess the performance of the classifier. I guess that calling Weka API from Java might solve the problem, but is there a GUI-based approach?

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    $\begingroup$ Compared to the message posted on weka ml (notwithstanding the cross-post on MetaOptimize), do you mean you want to compare different regression models, or just to optimize a given model with e.g., cross-validation? $\endgroup$
    – chl
    May 2, 2011 at 6:40
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    $\begingroup$ @chl In fact he should do both to get reliable results =) $\endgroup$
    – user88
    May 2, 2011 at 8:45
  • $\begingroup$ @mbq is right. However, the first step is to optimize some specific regression models. @chl: unfortunately, the weka ml community didn't come with a useful response. $\endgroup$
    – lmsasu
    May 2, 2011 at 9:33

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