Loading ...
Sorry, an error occurred while loading the content.

550Re: AI-GEOSTATS: cross-validation

Expand Messages
  • Soeren Nymand Lophaven
    Mar 26, 2002
    • 0 Attachment
      Dear Ercan

      Cross validation could for example be performed by discarding a single
      observation from the dataset and predicting this single observation based on
      the rest of the dataset and with the proposed model. This is repeated for all
      the observations in the dataset, and as a measure of the goodness of the model
      you could calculate

      GOM = sum[(observation - predicted)^2]/n

      If you have n observations this procedure is referred to as n-fold cross
      validation. Altenatively you could split your dataset into 10 parts,
      then discarding one part and predicting this part based on the other 9
      parts and the proposed model, would give you 10-fold cross validation.

      If you want to compare different models, off course the one which gives
      the lowest GOM - value is the best for predicting the variable.

      Best regards / Venlig hilsen

      Søren Lophaven
      ******************************************************************************
      Master of Science in Engineering | Ph.D. student
      Informatics and Mathematical Modelling | Building 321, Room 011
      Technical University of Denmark | 2800 kgs. Lyngby, Denmark
      E-mail: snl@... | http://www.imm.dtu.dk/~snl
      Telephone: +45 45253419 |
      ******************************************************************************

      On Mon, 25 Mar 2002, Ercan Yesilirmak wrote:

      > Dear list members
      >
      > My question is as folows:
      >
      > For a variable after getting a number of models all of
      > which seem well, how to decide which one is the best
      > among them based on cross-validation results.
      > i.e., How to use cross-validation results of a model
      > to compare with those of others?
      >
      > Best regards
      > Ercan Yesilirmak
      >
      >
      > __________________________________________________
      > Do You Yahoo!?
      > Yahoo! Movies - coverage of the 74th Academy Awards®
      > http://movies.yahoo.com/
      >
      > --
      > * To post a message to the list, send it to ai-geostats@...
      > * As a general service to the users, please remember to post a summary of any useful responses to your questions.
      > * To unsubscribe, send an email to majordomo@... with no subject and "unsubscribe ai-geostats" followed by "end" on the next line in the message body. DO NOT SEND Subscribe/Unsubscribe requests to the list
      > * Support to the list is provided at http://www.ai-geostats.org
      >


      --
      * To post a message to the list, send it to ai-geostats@...
      * As a general service to the users, please remember to post a summary of any useful responses to your questions.
      * To unsubscribe, send an email to majordomo@... with no subject and "unsubscribe ai-geostats" followed by "end" on the next line in the message body. DO NOT SEND Subscribe/Unsubscribe requests to the list
      * Support to the list is provided at http://www.ai-geostats.org
    • Show all 3 messages in this topic