Cross Validation

Question

What is the need to perform K-fold cross validation? How it is done?

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Priyabrata 55 years 1 Answer 772 views Master 0

Answer ( 1 )

  1. Your training set can contain samples which are very different from each other.
    So, just splitting it into single train and test set may not expose the model to all the cases
    in the training set. So, we divide the model in k-folds, that means if you have 100 observations
    in the train set and you choose k=5, then you will have 5 sets of 20 observations each. Now,
    you can build the model on 4-folds(80 observations) and test it on the remaining fold(20 observations).
    The process is continued till each fold gets a chance to become a part of the test set.
    The results are then averaged out. This method helps in preventing over-fitting and reducing the
    variance in the test set.

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