Cross-validation in RapidMiner
Posted by Armando Brito Mendes | Filed under software
Cross-validation is a standard statistical method to estimate the generalization error of a predictive model. In -fold cross-validation a training set is divided into equal-sized subsets. Then the following procedure is repeated for each subset: a model is built using the other subsets as the training set and its performance is evaluated on the current subset. This means that each subset is used for testing exactly once. The result of the cross-validation is the average of the performances obtained from the rounds.
This post explains how to interpret cross-validation results in RapidMiner.
Tags: captura de conhecimento, data mining, RapidMiner
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