Difference between revisions of "Cross-Validation"

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a technique for evaluating ML models by training several ML models on subsets of the available input data and evaluating them on the complementary subset of the data. Use cross-validation to detect overfitting, ie, failing to generalize a pattern [http://docs.aws.amazon.com/machine-learning/latest/dg/cross-validation.html Developer Guide - Amazon AWS ML]
 
a technique for evaluating ML models by training several ML models on subsets of the available input data and evaluating them on the complementary subset of the data. Use cross-validation to detect overfitting, ie, failing to generalize a pattern [http://docs.aws.amazon.com/machine-learning/latest/dg/cross-validation.html Developer Guide - Amazon AWS ML]
  
<youtube>pcZ4YlvhSKU</youtube>
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* Method of estimating expected prediction error
<youtube>7RiZFKMS3cI</youtube>
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* Helps selecting the best fit model
<youtube>MYnxxRoPiwI</youtube>
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* Help ensuring model is not over fit
<youtube>xlHk4okO8Ls</youtube>
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Types of Cross Validation:
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* K-Fold
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* Leave One Out
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* Bootstrap
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* Hold Out
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Revision as of 09:32, 30 May 2020

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a technique for evaluating ML models by training several ML models on subsets of the available input data and evaluating them on the complementary subset of the data. Use cross-validation to detect overfitting, ie, failing to generalize a pattern Developer Guide - Amazon AWS ML

  • Method of estimating expected prediction error
  • Helps selecting the best fit model
  • Help ensuring model is not over fit

Types of Cross Validation:

  • K-Fold
  • Leave One Out
  • Bootstrap
  • Hold Out