Model Validation
K-fold cross-validationis a method of model validation. It consists of dividing the dataset into k subsets of roughly equal size and training k models, excluding a different subset each time. The excluded subsets are used as the validation set and the union of all the remaining subsets as the training set.
For each set of parameters you want to validate, train all k models and calculate the mean error across all k models. Finally, you choose the set of parameters giving you the smallest average error.
Gollapudi - practical machine learning
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