Dakota Reference Manual: cross_validation

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cross_validation

Perform k-fold cross validation

## Topics

This keyword is related to the topics:

- surrogate_models

## Specification

Alias: none

Argument(s): none

Default: No cross validation

Child Keywords:

| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | --- | ---
| Optional (Choose One) | Partition Control (Group 1) | 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