Linked Questions

0 votes
1 answer
6k views

Cross validation step by step description [duplicate]

I am a statistics novice. I therefore kindly ask for your understanding with this basic question: I want to cross validate the results of my logistic regression. So far I have divided the overall ...
TheRedhead's user avatar
1 vote
2 answers
2k views

Cross Validation - purpose, need and utility [duplicate]

The question might sound like an old one but I haven't got satisfactory answers for a number of questions I have about CV. I looked at several questions on CV here, here, here and here and yet things ...
Nik's user avatar
  • 1,389
0 votes
2 answers
1k views

Why is cross validation better than training once with the whole data set? [duplicate]

A form of cross validation takes multiple subsets of a data and trains the model on them, then tests on the remaining subsets. Eventually, all subsets will be trained on. Although I know that ...
JobHunter69's user avatar
0 votes
0 answers
28 views

R model developing & validating - Open to Discussion [duplicate]

Throughout my R journey I have noticed the way we can use given data to develop and validate a model. Assume that you have given data for a problem train.csv test.csv Method A Combine train+test ...
Harry's user avatar
  • 101
1 vote
0 answers
14 views

Independent assessment of a selected model [duplicate]

The test data set is used for an independent assessment of the selected model, can anybody explain how this process works?
Ggg's user avatar
  • 11
24 votes
7 answers
15k views

Measures of model complexity

How can we compare complexity of two models with the same number of parameters? Edit 09/19: To clarify, model complexity is a measure of how hard it is to learn from limited data. When two models fit ...
Yaroslav Bulatov's user avatar
18 votes
2 answers
21k views

Cross validation and parameter optimization

I have a question about the parameter optimization when I use the 10-fold cross validation. I want to ask that whether the parameters should fix or not during every fold's model training , i.e. (1) ...
Kevin's user avatar
  • 183
6 votes
4 answers
12k views

A mathematical formula for K-fold cross-validation prediction error?

Could anyone elaborate on a theoretical perspective of K-fold cross-validation and especially a mathematical formula for k-fold CV prediction error? Updated:Could any one of you help me to understand ...
Biostat's user avatar
  • 1,969
12 votes
1 answer
9k views

Reconciling boosted regression trees (BRT), generalized boosted models (GBM), and gradient boosting machine (GBM)

Questions: What is the difference(s) between boosted regression trees (BRT) and generalized boosted models (GBM)? Can they be used interchangeably? Is one a specific form of the other? Why did ...
GNG's user avatar
  • 417
2 votes
3 answers
19k views

Predicting future values with a regression model

I have a set of predictor variables and a target variable. I am really confused with regards to what method to use for forecasting the target variable. For example, my data set has monthly customer ...
Bg1850's user avatar
  • 71
6 votes
3 answers
10k views

Why is it that xgb.cv performs well but xgb.train does not

I am trying to control overfitting using xgboost in R using eta but when I compare the overfitting of my xgb.cv readout to the xgb.train readout, I don't know why <...
Moderat's user avatar
  • 849
3 votes
4 answers
3k views

Sample selection algorithms to ensure that training & validation sets are representative

Currently, I am encountering a question, which is how to selection representative samples (training set and test set, even validation set) from the whole data set? I would like build a classification ...
Kevin's user avatar
  • 221
4 votes
1 answer
8k views

Cross-validation and logistic regression

I'm interested in building a set of candidate models in R for an analysis using logistic regression. Once I build the set of candidate models and evaluate their fit to the data using AICc (...
Buck2079's user avatar
  • 309
3 votes
1 answer
5k views

Is it necessary to split dataset for cross validation?

I am using caret package in R for training dataset and cross validation process. I am confused about cross validation process. Now, i am splitting the dataset to two subset, training and testing; <...
Ceylan B.'s user avatar
  • 133
4 votes
1 answer
7k views

what is K in fourier function of R

I am using fourier() function of R which has arguments x,h,K. Can any body please explain me what is 'K' in this function and what is the use of it. Thanks in ...
Arushi's user avatar
  • 1,147

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