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15:30 Jan 9, 2008
English to Spanish translations [PRO] Tech/Engineering - Mathematics & Statistics
English term or phrase:v-fold
V-fold cross validation for model selection. In this group box, select the Apply v-fold cross-validation check box (see description below) to use the cross-validation algorithm to obtain an estimate of K. The v-fold cross-validation algorithm is described in detail in the documentation for Classification Trees, Classification and Regression Trees (C&RT), and General CHAID modules. The general idea of this method is to divide the overall sample into a number of v folds (randomly drawn disjointed sub-samples). For the same type of KNN analysis, the outcomes for the observations in the v sample are predicted using the observations in the v-1 folds (i.e., the v-1 folds are used as the prototype sample), and from this an error, usually defined as the sum-of-squared, is computed. This process is then repeated for the v replications, and the errors belonging to the v-folds are averaged to yield a single measure (model error) of the stability of the respective model, i.e., the validity of the model for predicting unseen data. The steps above are then repeated for various values of K (defined by the search range) and the value of K that achieves the best (lowest) validation error is then selected as the estimate of K.
Apply V-fold cross-validation. Select this check box to apply v-fold cross validation. Note that the number if nearest neighbors K on the Options tab will not be available if this option is selected.