my net house

WAHEGURU….!

After building Models(Paint those!)

Cross Validation: Each Sample is separated into random equal sized sub-samples, Helps to improve model performance.

Different Forms of cross Validation:

  1. Train-Test Split – low variance but more bias
  2. LOOCV(Leave one out Cross validation) – Leave one data point out and apply model on rest of the data. -low bias but high variance,

Now in the above two methods we have limitations related to Bias and variance, So what to do? Let’s fire-up ‘Cross-Validation’!

There are various other important Cross Validation Examples/Methods those are interesting like Time-series_Split, Leave_P_out(LPO), Random_permutation_Split(Shuffle and split), StarifiedKfold,:

Special Case:

Some classification problems can exhibit a large imbalance in the distribution of the target classes: for instance there could be several times more negative samples than positive samples. In such cases it is recommended to use stratified sampling as implemented in StratifiedKFold and StratifiedShuffleSplit to ensure that relative class frequencies is approximately preserved in each train and validation fold.

 

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: