GridSearch & Kfold & cross validation

交叉验证是一种用于评估统计分析结果在独立数据集上的泛化能力的技术,常用于预测性模型的性能估计。由于缺乏足够的数据进行传统训练和测试集划分,所以采用交叉验证。Grid Search用于参数选择,K折是一种数据切分方法。在数据不足的情况下,网格搜索和交叉验证结合使用,可以全面评估模型。

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what’s cross validation?

Cross-validation is a technique that is used for the assessment of how the results of statistical analysis generalize to an independent data set. Cross-validation is largely used in settings where the target is prediction and it is necessary to estimate the accuracy of the performance of a predictive model. The prime reason for the use of cross-validation rather than conventional validation is that there is not enough data available for partitioning them into separate training and test sets (as in conventional validation). This results in a loss of testing and modeling capability.

Cross-validation is also known as rotation estimation.

summary of cross validation

  • generate a data set based on statistical analysis
  • cross-validation for evaluation the model effectively.
  • not enough data

what’s the grid search?

Grid Search for Parameter Selection.

kfold?

kfold is the method to split the data into k folds.

what’s the ro

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