Building Better Models with JMP Pro

8Using Cross-Validation

Overview

Why Cross-Validation?

Partitioning Data for Cross-Validation

Using a Random Validation Portion

Specifying the Validation Roles for Each Row

K-fold Cross-Validation

Using Cross-Validation for Model Fitting in JMP Pro

Example

Creating Training, Validation, and Test Subsets

Examining the Validation Subsets

Using Cross-Validation to Build a Linear Regression Model

Choosing the Regression Model Terms with Stepwise Regression

Making Predictions

Using Cross-Validation to Build a Decision Tree Model

Fitting a Neural Network Model Using Cross-Validation

Model Comparison

Key Take-Aways

Exercises

References

Overview

We first introduced model cross-validation in Chapter 6. In this chapter, we dig more deeply into the concept ...