scikit-learn's KFold()

You just finished running a colleagues code that creates a random forest model and calculates an out-of-sample accuracy. You noticed that your colleague's code did not have a random state, and the errors you found were completely different than the errors your colleague reported.

To get a better estimate for how accurate this random forest model will be on new data, you have decided to generate some indices to use for KFold cross-validation.

This exercise is part of the course

Model Validation in Python

Exercise instructions

Call the KFold() method to split data using five splits, shuffling, and a random state of 1111.
Use the split() method of KFold on X.
Print the number of indices in both the train and validation indices lists.

Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

from sklearn.model_selection import KFold

# Use KFold
kf = KFold(____, ____, ____)

# Create splits
splits = kf.____(____)

# Print the number of indices
for train_index, val_index in splits:
    print("Number of training indices: %s" % len(____))
    print("Number of validation indices: %s" % len(____))

Edit and Run Code

This exercise is part of the course

Model Validation in Python

IntermediateSkill Level

4.8+

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Before we can validate models, we need an understanding of how to create and work with them. This chapter provides an introduction to running regression and classification models in scikit-learn. We will use this model building foundation throughout the remaining chapters.

Exercise 1: Introduction to model validation Exercise 2: Modeling steps Exercise 3: Seen vs. unseen data Exercise 4: Regression models Exercise 5: Set parameters and fit a model Exercise 6: Feature importances Exercise 7: Classification models Exercise 8: Classification predictions Exercise 9: Reusing model parameters Exercise 10: Random forest classifier

This chapter focuses on the basics of model validation. From splitting data into training, validation, and testing datasets, to creating an understanding of the bias-variance tradeoff, we build the foundation for the techniques of K-Fold and Leave-One-Out validation practiced in chapter three.

Exercise 1: Creating train, test, and validation datasets Exercise 2: Create one holdout set Exercise 3: Create two holdout sets Exercise 4: Why use holdout sets Exercise 5: Accuracy metrics: regression models Exercise 6: Mean absolute error Exercise 7: Mean squared error Exercise 8: Performance on data subsets Exercise 9: Classification metrics Exercise 10: Confusion matrices Exercise 11: Confusion matrices, again Exercise 12: Precision vs. recall Exercise 13: The bias-variance tradeoff Exercise 14: Error due to under/over-fitting Exercise 15: Am I underfitting?

Holdout sets are a great start to model validation. However, using a single train and test set if often not enough. Cross-validation is considered the gold standard when it comes to validating model performance and is almost always used when tuning model hyper-parameters. This chapter focuses on performing cross-validation to validate model performance.

Exercise 1: The problems with holdout sets Exercise 2: Two samples Exercise 3: Potential problems Exercise 4: Cross-validation Exercise 5: scikit-learn's KFold()

Current Exercise

Exercise 6: Using KFold indices Exercise 7: sklearn's cross_val_score()Exercise 8: scikit-learn's methods Exercise 9: Implement cross_val_score()Exercise 10: Leave-one-out-cross-validation (LOOCV)Exercise 11: When to use LOOCV Exercise 12: Leave-one-out-cross-validation

The first three chapters focused on model validation techniques. In chapter 4 we apply these techniques, specifically cross-validation, while learning about hyperparameter tuning. After all, model validation makes tuning possible and helps us select the overall best model.

Exercise 1: Introduction to hyperparameter tuning Exercise 2: Creating Hyperparameters Exercise 3: Running a model using ranges Exercise 4: RandomizedSearchCV Exercise 5: Preparing for RandomizedSearch Exercise 6: Implementing RandomizedSearchCV Exercise 7: Selecting your final model Exercise 8: Best classification accuracy Exercise 9: Selecting the best precision model Exercise 10: Course completed!