Cross validation gives high variance if the testing set and training set are not drawn from the ______________________ code example
Example 1: cross validation
Cross-validation is a resampling procedure used to evaluate machine learning models on a limited data sample. The procedure has a single parameter called k that refers to the number of groups that a given data sample is to be split into. As such, the procedure is often called k-fold cross-validation.
Example 2: classification cross validation
from sklearn.model_selection import cross_val_predict
xgb=XGBClassifier(colsample_bytree=0.8, learning_rate=0.4, max_depth=4)
cvs=cross_val_score(xgb,x,y,scoring='accuracy',cv=10)
print('cross_val_scores= ',cvs.mean())
y_pred=cross_val_predict(xgb,x,y,cv=10)
conf_mat=confusion_matrix(y_pred,y)
conf_mat