Journal article

What is an optimal value of k in k-fold cross-validation in discrete Bayesian network analysis?

BG Marcot, AM Hanea

Computational Statistics | SPRINGER HEIDELBERG | Published : 2021

Abstract

Cross-validation using randomized subsets of data—known as k-fold cross-validation—is a powerful means of testing the success rate of models used for classification. However, few if any studies have explored how values of k (number of subsets) affect validation results in models tested with data of known statistical properties. Here, we explore conditions of sample size, model structure, and variable dependence affecting validation outcomes in discrete Bayesian networks (BNs). We created 6 variants of a BN model with known properties of variance and collinearity, along with data sets of n = 50, 500, and 5000 samples, and then tested classification success and evaluated CPU computation time w..

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University of Melbourne Researchers

Grants

Funding Acknowledgements

We thank Clint Epps, Julie Heinrichs, and an anonymous reviewer for helpful comments on the manuscript. Marcot acknowledges support from U.S. Forest Service, Pacific Northwest Research Station, and University of Melbourne, Australia. Mention of commercial or other products does not necessarily imply endorsement by the U.S. Government.