Complete Guide to Cross Validation

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  • Опубліковано 19 січ 2025

КОМЕНТАРІ • 85

  • @casualgamer91
    @casualgamer91 2 роки тому +28

    Hi Rob, thanks for the nice explanation of cross-validation. After you run the cv method, what do you use as your final model to predict new data? My 1st thought is to use the best performing fold, but that seems to defeat the purpose of cross-validation and would be prone to overfitting. Would you use all 5 folds then average the predictions similar to how you calculated the out of fold AUC score? Or perhaps just train on all your data since you have an idea that your model will perform at around 0.83 AUC with unseen data?

    • @robmulla
      @robmulla  2 роки тому +15

      So glad you liked it. Your intuition is exactly correct. You would not want to only use the model from the best fold - because that is an overfit model to just that one split. Many times people average across folds, which works well especailly when stacking. However most GMs have perfected the art of re-training the final model on all the data. This sometimes requires additional parameter tuning and is done much more on intuition. For instance training for less epochs because you have more data to train on. Hope that helps!

    • @casualgamer91
      @casualgamer91 2 роки тому +4

      Thanks for the reply! It'd be great if you could make a future video on retraining the final model on all the data with hyperparameter tuning with perhaps a concrete example. Appreciate your hard work on educating us!

    • @ahakahoneypot
      @ahakahoneypot Рік тому +4

      can you please enlight more on this rob, i now understand that cv is a robust method of validating the model performance. but inside the cv loop you fit the model 5times(well according to the fold number) using 5 different train-val dataset. is that mean you're only training 1 model for 5 consecutive time, so each times the model has knowledge of more data. or do you actually make 5 different model using those 5 different dataset?

    • @gunasekharvenkatachennaiah1033
      @gunasekharvenkatachennaiah1033 10 місяців тому

      @@casualgamer91
      Here is the sample code for that:
      ```
      from sklearn.model_selection import KFold
      from sklearn.metrics import accuracy_score
      from sklearn.pipeline import Pipeline
      from sklearn.tree import DecisionTreeClassifier
      import numpy as np
      models = []
      kf = KFold(n_splits=5, shuffle=True, random_state=0)
      x = df.drop(columns=['target'], axis=1)
      y = df['target']
      tr_acc = []
      ts_acc = []
      for train_index, test_index in kf.split(x, y):
      lr = Pipeline(steps=[
      ('preprocessing', preprocessing),
      ('classification model', DecisionTreeClassifier())
      ])
      x_train, x_test = x.iloc[train_index], x.iloc[test_index]
      y_train, y_test = y.iloc[train_index], y.iloc[test_index]
      lr.fit(x_train, y_train)
      y_train_preds = lr.predict(x_train)
      y_test_preds = lr.predict(x_test)
      tr_acc.append(accuracy_score(y_train, y_train_preds))
      ts_acc.append(accuracy_score(y_test, y_test_preds))

      models.append(lr)
      def predict_avg(models, new_data):
      new_data_df = pd.DataFrame([new_data], columns=df.drop(columns=['target'], axis=1).columns)
      predictions = []
      for model in models:
      prediction = model.predict(new_data_df)
      predictions.append(prediction)
      return np.mean(predictions)
      new_data = [5.9, 3.0, 5.1, 1.8]
      average_prediction = predict_avg(models, new_data)
      print(average_prediction)
      Ground Truth:- 2.0
      Predicted Truth:- 2.0
      ```

  • @MOAMA82
    @MOAMA82 Рік тому +1

    The best explanation of CV on UA-cam, Rob is an ML beast, thank you.

  • @gauravmalik3911
    @gauravmalik3911 2 роки тому +5

    This is the only video I've found on net which explains ofcourse crossvalidation part but also how to separate and divide our data into different sets. Because in most of the tutorials and articles that Ive found, they divide data into just two parts and just perform evaluation on test set which is wrong but here I've found proper explanation of whole process. Awesome video.
    For future I would love to know how we can apply different classification metrics when we need to have a high recall (for example in case of cancer predictions) or high precision etc.
    Again thank you for the detailed explanation

    • @robmulla
      @robmulla  2 роки тому +2

      Thanks so much for this thoughtful comment. Even though this is one of my less popular videos I think the topic is really important. Cross validation is super crucial if you want your model to be robust and work on unseen data. A video about classification metrics is a great idea. Thanks again for watching.

  • @davidm6624
    @davidm6624 2 роки тому +5

    Wow, thanks. I'm going thru ML on the theoretical side rn and it's refreshing to see such applied content! It's a long road ahead, but I believe that if you keep posting vids of such a) relevancy and b) quality with a good c) frequency in a couple of months you will be much bigger. Thanks again!

    • @robmulla
      @robmulla  2 роки тому +1

      Thanks so much David! Glad you found it helpful.

  • @kalianeeboodoo4750
    @kalianeeboodoo4750 Рік тому +2

    Really great tutorial, so thorough and simple to understand. You're a natural tutor

  • @ye-ym5jo
    @ye-ym5jo Рік тому

    this is the best CV explanation I've ever watched and finally clear my confusion, thanks a lot sir

  • @eduardomanotas7403
    @eduardomanotas7403 Рік тому

    Rob , you are so great! I can come over to your videos many times and never get bored, I need more teachers like you lol, you are a guy who really improves every day, Thanks for supporting the community

  • @robinsonrios3199
    @robinsonrios3199 Рік тому

    Man, i really love your coding performance and all your explanations. You helped me a lot.

  • @ronbzalen
    @ronbzalen Рік тому +3

    this is pure gold! thanks for this awesome content !!

    • @robmulla
      @robmulla  Рік тому +1

      Glad you enjoyed it!

  • @김성원-j8k
    @김성원-j8k 2 роки тому +2

    This is amazing. It was so helpful. Thank you Rob!

    • @robmulla
      @robmulla  2 роки тому +1

      Glad you found it helpful! Cross validation is one of the most important things to master.

  • @srimantamukherjee7090
    @srimantamukherjee7090 7 місяців тому

    Excellent and elegant flow of concepts and implementatiom.

  • @berkguney8992
    @berkguney8992 2 роки тому +2

    Great content as always Rob.

    • @robmulla
      @robmulla  2 роки тому

      Thanks Berk! Glad you liked it. Tell your friends. :)

  • @thespace7371
    @thespace7371 Рік тому

    Finally found a video series on data science that I can understand. Thank you!

  • @raheemnasirudeen6394
    @raheemnasirudeen6394 Рік тому +1

    This is superb, I wish to be like Rob one day.

    • @robmulla
      @robmulla  Рік тому

      Thanks. I’m nothing special. Just sharing what I’ve learned.

  • @dgallas
    @dgallas 3 місяці тому

    This is quite helpful. Thank you for this

  • @АлексейЖеребцов-б4и

    ❤❤❤ You are the one from my best proffessors

    • @robmulla
      @robmulla  Рік тому

      Thanks! Not a professor. Just a guy.

  • @JordiRosell
    @JordiRosell 2 роки тому +1

    GroupTimeSeriesSplit!
    It's implemented in mlxtend and sklego libraries and seen in some kaggle notebooks and stackoverflow answers.

    • @robmulla
      @robmulla  2 роки тому +1

      Interesting. I’ll have to give it a look.

  • @ashraf_isb
    @ashraf_isb 8 місяців тому +1

    lol truly a master class, thanks Rob xD

  • @SuhasKM-tl1rg
    @SuhasKM-tl1rg Рік тому

    My God Rob, you are a blessing man

  • @maxscheijen
    @maxscheijen 2 роки тому +2

    Great video Rob! Question when dealing with regressions problems is the best approach to simply use KFold cross-validation? Or are there other cv methods that are also useful when dealing with regression problems?

    • @robmulla
      @robmulla  2 роки тому

      Great question! If your data size is large, then typrically KFold with shuffle=True is enough. If you are concerned about it you can always create a binary feature and use StratifiedKFold on that feature - or there are some other more advanced stratification packages out there: pypi.org/project/iterative-stratification/ - I could go over those in a future video if you think it might be helpful.

    • @maxscheijen
      @maxscheijen 2 роки тому +1

      @@robmulla Thanks for the response! I usually KFold with a shuffle. At work, I train a lot of regression models I was just curious if there are general best cross-validation practices for those kinds problems. So a future video on that would definitely be helpful! Maybe another idea for a future video is performance how to identify underperformance of a model on slices/subsections of data. However, no hurry really like the videos and live streams keep it up!

    • @amanthinks374
      @amanthinks374 Рік тому

      @@maxscheijen I would use pd.cut() to bin my y variable and use stratified k fold with the binned var as a category (temp categorial y var), so that each validation fold has different levels of the y variable represented in it. Obviously discard this binned (cut) version of y-variable before you run fit()

  • @poojagoyal3647
    @poojagoyal3647 2 роки тому +2

    Hey rob ...great explanation on the cross fold technique....can you do a further video on how to apply these techniques in case of deep learning model for image classification problem...it will be super helpful

    • @robmulla
      @robmulla  2 роки тому

      Thanks for the suggestion I’ll add it to the list of ideas for future videos! Thanks for watching.

  • @KingJadi
    @KingJadi 2 роки тому +1

    Great video as always!

    • @robmulla
      @robmulla  2 роки тому

      Thanks again! I apprecaite the feedback.

  • @FilippoGronchi
    @FilippoGronchi 2 роки тому +1

    Always awesome...as clarity, as depth level of explanation, as examples...Just one question. What is for .sample(frac=1) when at the beginning you prepare the HoldOut set. Thanks a lot

    • @robmulla
      @robmulla  2 роки тому

      Thanks for the feedback! `.sample(frac=1)` is just a way of randomly shuffling a dataframe.

  • @vivekpadman5248
    @vivekpadman5248 2 роки тому +1

    Thanks for this detailed walkthrough through cross validation, I really learnt a lot. Can you if possible make a video on ensembling techniques in machine learming models optimization, and other general score increasing techniques ?

    • @robmulla
      @robmulla  2 роки тому +1

      Glad you liked it. Optimization for blending and ensembling is a good video idea. I’ll keep it in mind for future videos.

  • @Personal-f4d
    @Personal-f4d 7 місяців тому

    What about using these cross validation objects within GridSearchCV, how would you treat the creation of new features for each fold? Would you have to sacrifice using GridSearchCV to be able to apply feature engineering with aggregate data on each fold? Your approach allows feature engineerimg on each fold, but it does not allow the benefit of hyperparameter tuning as with gridsearchcv. Would the best advice be to use your approach of cross validation and apply in each fold loop with feature engineering, but with the drawback of relying on manual hyperparameter tuning instead f methods as gridsearchcv or randomsearchcv?

  • @ifeanyinwobodo8530
    @ifeanyinwobodo8530 Рік тому +1

    Thanks for this video!
    Really insightful!
    Is it possible to use an ensemble of cross validated models for a single problem

    • @robmulla
      @robmulla  Рік тому

      Thanks for commenting. I’ve never heard of doing ensembles of cross validation but I don’t see why you couldn’t.

    • @ifeanyinwobodo8530
      @ifeanyinwobodo8530 Рік тому

      @@robmulla ok thanks. I'd experiment with it

  • @hussainsalih3520
    @hussainsalih3520 Рік тому +1

    amazing , keep doing awesome videos

    • @robmulla
      @robmulla  Рік тому +1

      Thank you! Will do! Cross validation is really important to understand in ML!

  • @chrismiles9019
    @chrismiles9019 2 роки тому +1

    Thank you very much. The visualizations are really great. At 22:30 you say that there is an even distribution of each class in each of the folds, but it appears to me that all the positive samples are in fold 3, maybe because the class was only positive in the first group of that dataset? Am I missing something? Thanks again, I’m really loving the videos.

    • @robmulla
      @robmulla  2 роки тому +1

      You are exactly right. That is because it prioritizes not having overlapping groups. The very next thing I do in the video is shuffle the target class to give a better example of how StratifiedGroupKFold works in practice.

  • @risabb
    @risabb 2 роки тому +1

    Thanks a lot Rob for making this video. It's really insightful. I have a quick question - At @11:39 you created a baseline (which is really helpful!) for binary classification. Would you recommend techniques for imbalanced multiclass classification as well? Thank you in advance :)

    • @robmulla
      @robmulla  2 роки тому

      Great question. There are a lot of resources out there with regards to imblanced datasets. It's a really common problem, but there isn't a one size fits all solution. Generally just having more training data or simpler models is best, otherwise you will find youself overfitting to the few positive samples you have.

  • @JesúsCastillo-n1h
    @JesúsCastillo-n1h 11 місяців тому

    Hey! I just noticed you didn't encode the categorical values nor specified them in the model training, is that possible with this algorythm?

  • @maxidiazbattan
    @maxidiazbattan 2 роки тому +1

    Amazing tutorial Rob, I usually split the data at the beginning of the whole process into folds, do you think that approach is fine? I don’t see that quite often in kaggle.

    • @robmulla
      @robmulla  2 роки тому +1

      It's funny you say that. I typically do the splits at the beginning and when working in teams we use the same splits so we can share results for the exact same folds. I think this is actually really common on kaggle. With really small data you eventually want to change your random seed and try new folds at some point to make sure you aren't overfitting to a specific seed of folds. Hope that helps!

    • @maxidiazbattan
      @maxidiazbattan 2 роки тому

      @@robmulla Thank you very much for the clarification Rob, yes, it helped me a lot.

  • @ismailonurylmaz192
    @ismailonurylmaz192 Рік тому

    Hi Rob, thanks for this great video. It is highly didactic! I can not clarify one thing, at the end of any cross validation process, do we have to report only one metric which is the averaging of 5 different clf like in this video?

  • @JaswinderSingh-wn6lc
    @JaswinderSingh-wn6lc Рік тому

    Hey Rob! Awesome video as always! Can you please explain why did you pick the probabilities for the positive class only? I have been making myself crazy over this ..xD

  • @oilgas1016
    @oilgas1016 2 роки тому +1

    State of the art for cross validation.

    • @robmulla
      @robmulla  2 роки тому

      It definitely is important to do cross validation correctly!

  • @minister1005
    @minister1005 Рік тому

    Hi, thanks for such a thorough video explaining cross validation! I really enjoyed it ^^
    I have a question though. While defining the get_prep_data function, isn't '.sample(frac=1, random_state=529)' irrelevant since you already did 'holdout_ids = data.sample(500, random_state=529).index' ?

  • @koleshjr
    @koleshjr 2 роки тому +1

    Amazing video. You should do a time series one next.

    • @robmulla
      @robmulla  2 роки тому +2

      Glad you liked it. I'll put time series on the list for future videos. If you haven't already check out Konrad's videos on Abhishek's channel: ua-cam.com/play/PL98nY_tJQXZmT9ZB59T0lsx0ZzzLrYdX4.html

  • @MrMeap12345
    @MrMeap12345 2 роки тому +1

    Thank you 🙌🏻 this is great. What steps might be next in regard to producing a model you would deploy in a production environment?

    • @robmulla
      @robmulla  2 роки тому

      Thanks for watching, feature engineering is #1. Then parameter tuning and pre/post processing. Good luck!

  • @hasanovmaqsud
    @hasanovmaqsud 2 роки тому +1

    Hello Rob! Thank you very much for such a valuable tutorial! Can you please elaborate more on cross validation used for Time Series forecasting? Thank you very much!

    • @robmulla
      @robmulla  2 роки тому +1

      Thanks Maqsud. I’m thinking about making a video that goes into detail about it following up on my forecasting video. Thanks for the encouraging comment.

  • @kalianeeboodoo4750
    @kalianeeboodoo4750 Рік тому

    Hi Rob, when there is a highly imbalance data (e.g. 920 datapoints for class 0 and 80 datapoints for class 1), do we not have to balance the dataset using some techniques such as SMOTE and generate synthetic data to equalize both classes, or CV does the job here?

  • @TheKekko16
    @TheKekko16 Рік тому

    Hi, thank you for the video. The concept of cross validation is explained really well. I'm writing my bachelor's thesis on support vector machines for classification. To implement my models I used the Python docplex library, but now I can't perform the cross validation because I don't know how to apply the scikit learn methods (for example the fit method) on customized models. Do you know how I should do?

  • @devnull711
    @devnull711 Рік тому +1

    very good content

    • @robmulla
      @robmulla  Рік тому

      Thanks for watching. Glad you like it.

  • @TylerMacClane
    @TylerMacClane Рік тому +1

    Hello Rob
    How about if your model that you train on 9 min. video, retrained
    Because you predict on the same data that you train on
    You had a leak and therefore the predictions are very accurate
    Haven't watched more than 10 minutes now
    I continue
    👾
    Understood at 11 min. everything fell into place))

    • @robmulla
      @robmulla  Рік тому +1

      Awesome! Glad the video was able to answer your question before I could.

  • @qpellidomombre
    @qpellidomombre Рік тому

    Why don't you keep track of the error metrics in the training sets for each fold iteration. I was under the impression that it is necessary to do it to notice if there's overfitting.
    For example, if you have the following results for auc and K=3
    K=1: validation, 0.9 (training, 0.95)
    K=2: validation, 0.92 (training, 0.99)
    K=3: validation, 0.88 (training, 0.92)

  • @islamibrahim4382
    @islamibrahim4382 Рік тому

    Hi Rob really great content, I am wondering if you can make something for retail ecommerce as I want to be predicting sessions, orders ,revenue and conversion rate based on previous data history which is going to help in spending wisely and get the most out of it

  • @ramoda13
    @ramoda13 Рік тому

    Thanks , great video.

  • @mohammadamiri-lc3ic
    @mohammadamiri-lc3ic 6 місяців тому

    thanks it was great

    • @robmulla
      @robmulla  5 місяців тому

      You're welcome!

  • @parvinkolahkaj3656
    @parvinkolahkaj3656 5 місяців тому

    👍

  • @watcher8582
    @watcher8582 11 місяців тому

    Good video, but a bit sus that you say "I'm a dada scientist" 3 times (literally) in the first 70 seconds.

    • @robmulla
      @robmulla  11 місяців тому

      😒

    • @watcher8582
      @watcher8582 11 місяців тому

      @@robmulla Ungrateful viewers eh

  • @muchammadfahd-a1985
    @muchammadfahd-a1985 Рік тому

    what happen if you using from.sklearn.model_selection import * ???