Learn Data Mining Through Excel: A Step-by-Step Approach for Understanding Machine Learning Methods

© Hong Zhou 2020

H. ZhouLearn Data Mining Through Excelhttps://doi.org/10.1007/978-1-4842-5982-5_5

5. Cross-Validation and ROC

Hong Zhou¹ 

(1)

University of Saint Joseph, West Hartford, CT, USA

 

Please download the sample Excel files from https://github.com/hhohho/Learn-Data-Mining-through-Excel for this chapter’s exercises.

General Understanding of Cross-Validation

A prediction model should be validated before it can be successfully applied to scoring data. Using the same training dataset as the testing dataset to assess the constructed model is not a good way to validate the model. Such a validating strategy is called residual analysis. It compares the difference (so-called residual) between actual output and the predicted output. In Chapter 4, we ...