Create Cross Validation Partition For Data - MATLAB

cvpartition creates cross validation partitions for model evaluation and assessment. It can partition data into k-folds for k-fold cross validation, hold out a portion for test data, or create a leave-one-out partition. cvpartition handles stratified partitions that maintain class proportions and can work with numeric, categorical, or string class data. Examples show how to use cvpartition to compute misclassification rate using stratified 10-fold cross validation.

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Create Cross Validation Partition For Data - MATLAB

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Miljan Kovacevic

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cvpartition

Class: cvpartition
Create cross validation partition for data

Syntax
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cvpartition(n,'KFold',k)
cvpartition(group,'KFold',k)
cvpartition(n,'HoldOut',p)
cvpartition(group,'HoldOut',p)
cvpartition(n,'LeaveOut')
cvpartition(n,'resubstitution')

Description

c = cvpartition(n,'KFold',k) constructs an object c of the cvpartition class defining a random partition

for k-fold cross validation on n observations. The partition divides the observations into k disjoint subsamples
(or folds), chosen randomly but with roughly equal size. The default value of k is 10.
c = cvpartition(group,'KFold',k) creates a random partition for a stratified k-fold cross validation. group
is a numeric vector, categorical array, string array, or cell array of strings indicating the class of each
observation. Each subsample has roughly equal size and roughly the same class proportions as in group.
cvpartition treats NaNs or empty strings in group as missing values.
c = cvpartition(n,'HoldOut',p) creates a random partition for holdout validation on n observations. This
partition divides the observations into a training set and a test (or holdout) set. The parameter p must be a
scalar. When 0 < p < 1, cvpartition randomly selects approximately p*n observations for the test set. When
p is an integer, cvpartition randomly selects p observations for the test set. The default value of p is 1/10.
c = cvpartition(group,'HoldOut',p) randomly partitions observations into a training set and a test set
with stratification, using the class information in group; that is, both training and test sets have roughly the
same class proportions as in group.

c = cvpartition(n,'LeaveOut') creates a random partition for leave-one-out cross validation on n

observations. Leave-one-out is a special case of 'KFold', in which the number of folds equals the number of
observations.
c = cvpartition(n,'resubstitution') creates an object c that does not partition the data. Both the
training set and the test set contain all of the original n observations.

Examples

Use stratified 10-fold cross validation to compute misclassification rate:

load fisheriris;
y = species;
c = cvpartition(y,'k',10);
fun = @(xT,yT,xt,yt)(sum(~strcmp(yt,classify(xt,xT,yT))));
rate = sum(crossval(fun,meas,y,'partition',c))...
/sum(c.TestSize)
rate =
0.0200

Create Cross Validation Partition For Data - MATLAB

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Create Cross Validation Partition For Data - MATLAB

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cvpartition

c = cvpartition(n,'KFold',k) constructs an object c of the cvpartition class defining a random partition

c = cvpartition(n,'LeaveOut') creates a random partition for leave-one-out cross validation on n

Use stratified 10-fold cross validation to compute misclassification rate:

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