rstats

Repeated cross-validation in cvms and groupdata2

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. (Please note: At the moment, you need to use the github version of groupdata2. I hope to update it on CRAN this month.) 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.