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K-fold crossvalidation

Hi all i have a small data set of 90 rows i am using cross validation in my process but i am confused to decide on number of K folds

.I tried 3 ,5,10 and the 3 fold cross validation performed better could you please help me how to choose k.I am little biased on choosing 3 as it is small .

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SGolbert

Hi,

please post your process XML and describe the problem/data a bit. Your question is way too vague to be responded right now or to be useful to other people.

Best,

Sebastian

kypexin

Hi @k_vishnu772

You should keep in mind that cross-validation is intended to estimate an averaged model performance, but choosing different k by itself will not make your model perform better. I think it is always better to look at the performance on a test holdout set but I am also afraid that dataset of only 90 rows is still too small to get a good performance estimation.

BalazsBaranyRM

Hi!

I agree with kypexin. Cross validation is not about getting the best performance.

Going with 10 is a good approach, as that has been shown again and again as a number providing stable results (not a lot of differences in the performance to 9 or 11 folds).

If you have that little data, you could even try the leave-one-out validation which would be a kind of 90-fold validation on your data set. It won't give you the best performance measure (as that came out from 3-fold validation by chance) but the most stable and reliable estimation for the performance you can expect.

Regards,

Balázs