What is K-fold validation in machine learning?
K-fold cross-validation is a technique used in machine learning to evaluate the performance of a model. The basic idea of K-fold cross-validation is to split the available data into K equally sized "folds" or subsets, then train and evaluate the model K times, each time using a different fold as the validation set and the remaining K-1 folds as the training set.
The process can be summarized as follows:
- Divide the dataset into K equal parts (or "folds").
- For each fold, use that fold as the validation set and the remaining K-1 folds as the training set.
- Train the model on the training set and evaluate it on the validation set.
- Record the performance metric (e.g. accuracy, precision, recall, etc.) for that fold.
- Repeat steps 2-4 K times, using a different fold as the validation set each time.
- Calculate the average performance metric across all K folds to get a more reliable estimate of the model's performance.
K-fold cross-validation is a useful technique for evaluating a model's performance because it can provide a more accurate estimate of the model's generalization error, i.e. how well the model will perform on new, unseen data. By using multiple validation sets, K-fold cross-validation reduces the risk of overfitting the model to the training data and can help identify potential sources of bias in the model.
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