Practical Big Data Analytics

The cross-validation parameter

Cross-validation takes the train-test split concept to the next stage. The aim of the machine learning exercise is, in essence, to find what set of model parameters will provide the best performance. A model parameter indicates the arguments that the function (the model) takes. For example, for a decision tree model, parameters may include the number of levels deep the model should be built, number of splits, and so on. If, say, there are n different parameters, each having k different values, the total number of parameters would be k^n. We generally select a fixed set of combinations for each of the parameters and could easily end with 100-1000+ combinations. We will test the performance of the model (for example, ...