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Application of 10-fold cross-validation in the evaluation of generalization ability of prediction models and the realization in R |
Liang Zichao1, Li Zhiwei1, Lai Keng2, Lin Zhuochen1, Li Tiegang2, Zhang Jinxin1. |
1.Department of Medical Statistics, School of Public Health, Sun Yat-sen University, Guangzhou 510080, China;
2.Prevention Institute for Tuberculosis of Guangzhou, Guangzhou 510095, China |
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Abstract Objective To introduce the basic principle of 10-fold cross-validation, and use R to show the application of 10-fold cross-validation in the evaluation of the generalization ability of prediction models in an example. Methods The logistic regression model was used with 10-fold cross-validation as the evaluation method to predict the treatment outcome of drug-resistant tuberculosis patients. At the same time, the 5-fold, 10-fold, and leave-one-out cross-validation were used to compare the parameters of evaluation. Results Different divisions of training and test sets have influence on the parameters of evaluation. Compared with other cross-validation methods, the parameters of evaluation from 10-fold cross-validation have a higher stability and efficiency than other numbers of fold. Conclusion In the evaluation of the application effects of machine learning models, the comprehensive performance of 10-fold cross-validation is prominent and the generalization ability of different models can be objectively measured.
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Received: 18 May 2020
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