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Cross-Validation

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Encyclopedia of Machine Learning

Definition

Cross-validation is a process for creating a distribution of pairs of training and test sets out of a single data set. In cross validation the data are partitioned into k subsets, S 1 …S k , each called a fold. The folds are usually of approximately the same size. The learning algorithm is then applied k times, for i = 1 to k, each time using the union of all subsets other than S i as the training set and using S i as the test set.

Cross References

Algorithm Evaluation

Leave-One-Out Cross-Validation

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© 2011 Springer Science+Business Media, LLC

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(2011). Cross-Validation. In: Sammut, C., Webb, G.I. (eds) Encyclopedia of Machine Learning. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-30164-8_190

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