Cross-Validation: Testing Your Model Properly
Master cross-validation - the right way to evaluate ML models. Learn k-fold, stratified k-fold, and when to use each. Essential for building reliable models that work in production.
Testing your model on the same data you trained it on is like taking an exam with the answer key. Cross-validation is the proper way to evaluate models and make sure they'll work on new data.
What is Cross-Validation?
Cross-validation splits your data into multiple folds, trains on some folds and tests on others, then repeats this process. This gives you a more reliable estimate of how your model will perform on unseen data.
K-Fold Cross-Validation
The most common type - split data into k folds (usually 5 or 10), train on k-1 folds, test on the remaining fold, repeat k times. You get k performance scores and can calculate the average and standard deviation.
Stratified K-Fold
For classification problems with imbalanced classes, use stratified k-fold. It ensures each fold has the same proportion of each class, giving you more reliable results.
When to Use What
I'll show you when to use simple train/test split, when to use k-fold, and when to use stratified. Understanding this helps you evaluate models correctly and avoid false confidence.