cross_validation

Perform k-fold cross validation

Topics

surrogate_models

Specification

  • Alias: None

  • Arguments: None

  • Default: No cross validation

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional (Choose One)

Partition Control

folds

Number of cross validation folds

percent

Percent data per cross validation fold

Description

General k-fold cross validation may be performed by specifying cross_validation. The cross-validation statistics will be calculated for all metrics.

Cross validation may further specify:

  • folds, the number of folds into which to divide the build data (between 2 and number of data points) or

  • percent, the fraction of data (between 0 and 0.5) to use in each fold.

These will be adjusted as needed based on the number of available training points. The default number of folds k = 10, or 0.1