RegressionPartitionedNeuralNetwork
Description
RegressionPartitionedNeuralNetwork
is a set of regression neural
network models trained on cross-validated folds. Estimate the quality of the cross-validated
regression by using one or more kfold functions: kfoldPredict
, kfoldLoss
, and kfoldfun
.
Every kfold object function uses models trained on training-fold (in-fold) observations to predict the response for validation-fold (out-of-fold) observations. For example, suppose you cross-validate using five folds. The software randomly assigns each observation into five groups of equal size (roughly). The training fold contains four of the groups (roughly 4/5 of the data), and the validation fold contains the other group (roughly 1/5 of the data). In this case, cross-validation proceeds as follows:
The software trains the first model (stored in
CVMdl.Trained{1}
) by using the observations in the last four groups, and reserves the observations in the first group for validation.The software trains the second model (stored in
CVMdl.Trained{2}
) by using the observations in the first group and the last three groups. The software reserves the observations in the second group for validation.The software proceeds in a similar manner for the third, fourth, and fifth models.
If you validate by using kfoldPredict
, the software computes
predictions for the observations in group i by using model
i. In short, the software estimates a response for every observation by
using the model trained without that observation.
Creation
You can create a RegressionPartitionedNeuralNetwork
object in two ways:
Create a cross-validated model from a regression neural network model object
RegressionNeuralNetwork
by using thecrossval
object function.Create a cross-validated model by using the
fitrnet
function and specifying one of the name-value argumentsCrossVal
,CVPartition
,Holdout
,KFold
, orLeaveout
.
Properties
Object Functions
kfoldLoss | Loss for cross-validated partitioned regression model |
kfoldPredict | Predict responses for observations in cross-validated regression model |
kfoldfun | Cross-validate function for regression |
Examples
Version History
Introduced in R2023b