Linked Questions

0
votes
1answer
4k 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 ...
1
vote
2answers
924 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 ...
0
votes
2answers
797 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 ...
0
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0answers
23 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 ...
1
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0answers
13 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?
20
votes
7answers
11k 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 ...
11
votes
2answers
14k 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) ...
4
votes
3answers
9k 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 ...
9
votes
1answer
8k 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 ...
2
votes
3answers
15k 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 ...
5
votes
3answers
8k 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 <...
3
votes
4answers
2k 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 ...
4
votes
1answer
7k 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 (...
3
votes
1answer
6k 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 ...
3
votes
1answer
3k 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; <...

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