Dakota Reference Manual  Version 6.15
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cross_validation


Perform k-fold cross validation

Topics

This keyword is related to the topics:

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