How to best do cross-validation using fitensemble?
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Tobias Pahlberg
el 23 de Jun. de 2016
Respondida: Don Mathis
el 31 de Mzo. de 2017
Hi
I generated code from the Classification Learner app where I wanted to cross-validate a classifier. It gave me something like:
classificationEnsemble = fitensemble(predictors, response, Bag', nRounds, Tree', type', 'Classification', ...);
partitionedModel = crossval(classificationEnsemble, 'KFold', 5);
But I can also provide the cross-validation parameter directly into the fitensemble command. Like:
classificationEnsemble = fitensemble(..., 'KFold', 5);
Is there any difference here? Is the first case trained on all the data and then cross-validated??
/Thanks
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Don Mathis
el 31 de Mzo. de 2017
It doesn't make any difference in the models. The only difference is that with the first method you also get a single model trained on the full dataset.
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