I am trying to perform model selection and evaluation using a 5-fold (internal) CV for the iris data. The things that I performed so far.

  1. Partitioned iris into 50% Train, 25% Test, 25% validation.
  2. I used knn to determine which is optimal from a set of k values (1,3,5) by Grid search.
  3. Based on the winner model (obtained with k=1) I want to predict the performance on its test set with a 25% split.

I thought of 2 options:

  • Plan A: To select a set of features internally, inside each of the K-1 folds, but leaving out instances from the validation fold.

  • Plan B: To select features globally (unfairly, on the whole, data set!) and then build classifiers using these features in each of the folds.

I am aware of Plan B by using feature selection techniques like Mutual Information filter and Chi-squared filter but, not sure how to proceed with this. I would also like to know which of these would be a better estimate given the feature space of iris.



spec = c(train = .5, test = .25, validate = .25)

byparts = sample(cut(
  labels = names(spec)

res = split(iris, byparts)


classifier = train(form = Species ~ ., data = res$train, method = 'knn', tuneGrid   = expand.grid(k = c(1,3,5)))

#5-fold CV
trControl <- trainControl(method  = "cv",
                          number  = 5)

fit <- train(Species ~ .,
             method     = "knn",
             tuneGrid   = expand.grid(k = c(1,3,5)),
             trControl  = trControl,
             metric     = "Accuracy",
             data       = res$validate)



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