Applied Predictive Modeling: Day 4

Tue 24 February 2015 | tags: apm

Ch4: Over-Fitting and Model Tuning

Resampling methods in caret package:

  • boot: bootstrap
  • boot632: 0.632 bootstrap
  • cv: cross validation
  • repeatedcv: repeated cross validation
  • LOOCV: leave-one-out cross validation
  • LGOCV: leave-group-out cross validation (Monte Carlo cross validation)
  • oob: out-of-bag estimation

ref

Cohen's kappa statistics

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