Measures of Fit
The goal of cross-validation is to estimate the expected level of fit of a model to a data set that is independent of the data that were used to train the model. It can be used to estimate any quantitative measure of fit that is appropriate for the data and model. For example, for binary classification problems, each case in the validation set is either predicted correctly or incorrectly. In this situation the misclassification error rate can be used to summarize the fit, although other measures like positive predictive value could also be used. When the value being predicted is continuously distributed, the mean squared error, root mean squared error or median absolute deviation could be used to summarize the errors.
Read more about this topic: Cross-validation (statistics)
Famous quotes containing the words measures of, measures and/or fit:
“One encounters very capable fathers abashed by their piano-playing daughters. Three measures of Schumann make them red with embarrassment.”
—Alfred Döblin (18781957)
“Those who, while they disapprove of the character and measures of a government, yield to it their allegiance and support are undoubtedly its most conscientious supporters, and so frequently the most serious obstacles to reform.”
—Henry David Thoreau (18171862)
“What ails it, intrinsically, is a dearth of intellectual audacity and of aesthetic passion. Running through it, and characterizing the work of almost every man and woman producing it, there is an unescapable suggestion of the old Puritan suspicion of the fine arts as suchof the doctrine that they offer fit asylum for good citizens only when some ulterior and superior purpose is carried into them.”
—H.L. (Henry Lewis)