k fold cross validation python code example

Example 1: how to import cross_validation from sklearn

from sklearn.model_selection import cross_validate

Example 2: sklearn kfold

from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import KFold

# Regressor
lrg = LinearRegression()

#Param Grid
param_grid=[{
 'normalize':[True, False] 
}]

# Grid Search with KFold, not shuffled in this example
experiment_gscv = GridSearchCV(lrg, param_grid, \
                               cv=KFold(n_splits=4, shuffle=False), \
                               scoring='neg_mean_squared_error')

Example 3: 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