Megatron - 6 months ago 53

R Question

I would like to perform repeated k-fold cross validation using the

`caret`

`trainControl()`

My question is, are the folds created using

`trainControl(method="repeatedcv", number=k, repeats=n)`

`createFolds()`

For clarity, here are examples of balanced and unbalanced k-folds:

The

`iris`

`table(iris$Species)`

# setosa versicolor virginica

# 50 50 50

Now, we create random unbalanced and balanced folds:

`k <- 10`

unbalanced <- sample(rep(seq(k), length=length(iris$Species)))

bList <- createFolds(iris$Species, k)

# Below, we reformat the list of folds

balanced <- rep(-1, length(iris$Species))

for (i in seq_len(k)) balanced[bList[[i]]] <- i

Now, we visualize the class breakdown for each set of k-folds.

`classBreakdownTable <- function(i, folds) table(as.factor(iris$Species)[which(folds == i)])`

sapply(seq_len(k), classBreakdownTable, unbalanced)

# [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]

# setosa 4 6 8 4 4 4 7 6 5 2

# versicolor 5 5 1 5 5 7 4 6 6 6

# virginica 6 4 6 6 6 4 4 3 4 7

sapply(seq_len(k), classBreakdownTable, balanced)

# [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]

# setosa 5 5 5 5 5 5 5 5 5 5

# versicolor 5 5 5 5 5 5 5 5 5 5

# virginica 5 5 5 5 5 5 5 5 5 5

Answer

The answer is yes.

If the `method = "repeatedcv"`

it calls on the function `createMultiFolds`

, which internally calls on `createFolds`

, but n times as specified in `repeats = n`