I have spent the last couple of days adding functionality for performing repeated cross-validation to cvms and groupdata2. In this quick post I will show an example.
In cross-validation, we split our training set into a number (often denoted “k”) of groups called folds. We repeatedly train our machine learning model on k-1 folds and test it on the last fold, such that each fold becomes test set once. Then we average the results and celebrate with food and music.