Machine Learning MCQ - Cross validation in machine learning

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Machine Learning MCQ - Cross validation in machine learning

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1. Suppose you have picked the parameter for a model using 10-fold cross validation (CV). Which of the following is the best way to pick a final model to use and estimate its error?

a) Pick any of the 10 models you built for your model; use its error estimate on the held-out data

b) Train a new model on the full data set, using the parameter you found; use the average CV error as its error estimate

c) Average all of the 10 models you got; use the average CV error as its error estimate

d) Average all of the 10 models you got; use the error the combined model gives on the full training set

Answer: (b) Train a new model on the full data set, using the parameter you found; use the average CV error as its error estimate The best way to pick a final model is to train a new machine learning model on the full data set using the parameter learnt and to use the average cross-validation error as its error estimate.   k-fold cross validation k-fold cross validation allows you to train and test your model k-times on different subsets of training data and build up an estimate of the performance of a machine learning model on unseen data.   We can compare different models using cross-validation Cross Validation is mainly used for the comparison of different models. For each model, you may get the average generalization error on the k validation sets. Then you will be able to choose the model with the lowest average generation error as your optimal model.   Cross-validation is for model checking The purpose of cross-validation is model checking, not model building, because it allows to repeatedly train and test on a single set of data. Let us suppose we have a linear regression model and a neural network. To select the best one among these, we can do K-fold cross-validation and see which one proves better at predicting the test set points. But once we have used cross-validation to select the better performing model, we train that model (whether it be the linear regression or the neural network) on all the data. We don't use the actual model instances we trained during cross-validation for our final predictive model. More information on training, validation, and test sets.

 

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What is cross validation?

Why do we use k-fold cross validation for?

Can we compare the performance of different machine learning models using k-fold cross validation?