0% found this document useful (0 votes)
13 views

Comparison Between Performance of Classifiers

The document discusses two cross-validation techniques in machine learning: k-fold and leave-one-out (LOO) methods, explaining their importance in evaluating model performance. It describes the train-test split method, its limitations, and how cross-validation addresses these issues by averaging performance across multiple partitions. The comparison highlights that LOO is better for small datasets while k-fold is more efficient for larger datasets.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
13 views

Comparison Between Performance of Classifiers

The document discusses two cross-validation techniques in machine learning: k-fold and leave-one-out (LOO) methods, explaining their importance in evaluating model performance. It describes the train-test split method, its limitations, and how cross-validation addresses these issues by averaging performance across multiple partitions. The comparison highlights that LOO is better for small datasets while k-fold is more efficient for larger datasets.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 5

two cross-validation techniques in machine learning: the

k-fold and leave-one-out methods. To do so, we’ll start with


the train-test splits and explain why we need cross-validation in
the first place. Then, we’ll describe the two cross-validation
techniques and compare them to illustrate their pros and cons.

2. Train-Test Split Method


An important decision when developing any machine
learning model is how to evaluate its final performance. To get
an unbiased estimate of the model’s performance, we
need to evaluate it on the data we didn’t use for training.
The simplest way to split the data is to use the train-test
split method. It randomly partitions the dataset into two subsets
(called training and test sets) so that the predefined percentage
of the entire dataset is in the training set.
Then, we train our machine learning model on the training set and
evaluate its performance on the test set. In this way, we are
always sure that the samples used for training are not used
for evaluation and vice versa.
Visually, this is how the train-test split method works:

3. Introduction to Cross-Validation
However, the train-split method has certain limitations. When
the dataset is small, the method is prone to high
variance. Due to the random partition, the results can be entirely
different for different test sets. Why? Because in some
partitions, samples that are easy to classify get into the test set,
while in others, the test set receives the ‘difficult’ ones.
To deal with this issue, we use cross-validation to
evaluate the performance of a machine learning model. In
cross-validation, we don’t divide the dataset into training and test
sets only once. Instead, we repeatedly partition the dataset into
smaller groups and then average the performance in each group.
That way, we reduce the impact of partition randomness on the
results.
Many cross-validation techniques define different ways to divide
the dataset at hand. We’ll focus on the two most frequently used:
the k-fold and the leave-one-out methods.

4. K-Fold Cross-Validation
In k-fold cross-validation, we first divide our dataset into k equally
sized subsets. Then, we repeat the train-test method k
times such that each time one of the k subsets is used as
a test set and the rest k-1 subsets are used together as a
training set. Finally, we compute the estimate of the model’s
performance estimate by averaging the scores over the k trials.
For example, let’s suppose that we have a dataset S =
{x1,x2,x3,x4,x5,x6} containing 6 samples and that we want to
perform a 3-fold cross-validation.
First, we divide S into 3 subsets randomly. For instance:
S1= {x1,x2}
S2={x3,x4}
S3={x5,x6}

Then, we train and evaluate our machine-learning model 3 times.


Each time, two subsets form the training set, while the remaining
one acts as the test set. In our example:

Finally, the overall performance is the average of the model’s


performance scores on those three test sets:

overall score = {score1 + score2 + score3}/3

5 Leave-One-Out Cross-Validation

In the leave-one-out (LOO) cross-validation, we train our machine-


learning model n times where n is to our dataset’s size. Each time,
only one sample is used as a test set while the rest are used to
train our model.
We’ll show that LOO is an extreme case of k-fold where k=n. If we
apply LOO to the previous example, we’ll have 6 test subsets:

S1={x1}
S2={x2}
S3={x3}
S4={x4}
S5={x5}
S6={x6}
Iterating over them, we use S/ Si as the training data in
iteration i=1,2,…6,, and evaluate the model on Si :

The final performance estimate is the average of the six individual


scores:

Overall score={score1 + score2 + score3 + score4 +


score5 + score6}/6

6. Comparison
An important factor when choosing between the k-fold and
the LOO cross-validation methods is the size of the
dataset.
When the size is small, LOO is more appropriate since it will
use more training samples in each iteration. That will enable our
model to learn better representations.
Conversely, we use k-fold cross-validation to train a model
on a large dataset since LOO trains models, one per sample in
the data. When our dataset contains a lot of samples, training so
many models will take too long. So, the k-fold cross-validation is
more appropriate.
Also, in a large dataset, it is sufficient to use less than folds
since the test folds are large enough for the estimates to be
sufficiently precise.

You might also like