什么是交叉检验（K-fold cross-validation）

最新推荐文章于 2024-11-19 12:21:10 发布

转载最新推荐文章于 2024-11-19 12:21:10 发布 · 214 阅读

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原文链接：http://www.cnblogs.com/Gavin_Liu/archive/2010/09/19/1830902.html

本文详细介绍了K层交叉验证的概念及操作流程。K层交叉验证将原始数据随机分为K个子集，每次实验保留一个子集作为测试数据，其余作为训练数据，确保每个观察值在验证中使用一次。该方法通过平均K次实验结果提高模型估计的准确性。

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K层交叉检验就是把原始的数据随机分成K个部分。在这K个部分中，选择一个作为测试数据，剩下的K-1个作为训练数据。

交叉检验的过程实际上是把实验重复做K次，每次实验都从K个部分中选择一个不同的部分作为测试数据（保证K个部分的数据都分别做过测试数据），剩下的K-1个当作训练数据进行实验，最后把得到的K个实验结果平均。

In K-fold cross-validation, the original sample is randomly partitioned into K subsamples. Of the K subsamples, a single subsample is retained as the validation data for testing the model, and the remaining K − 1 subsamples are used as training data. The cross-validation process is then repeated K times (the folds), with each of the K subsamples used exactly once as the validation data. The K results from the folds then can be averaged (or otherwise combined) to produce a single estimation. The advantage of this method over repeated random sub-sampling is that all observations are used for both training and validation, and each observation is used for validation exactly once. 10-fold cross-validation is commonly used.

转载于:https://www.cnblogs.com/Gavin_Liu/archive/2010/09/19/1830902.html