Chapter 11 Cross-Validation

This chapter will introduce no new modeling techniques, but instead will focus on evaluating models through the use of cross-validation.

Specifically, we will discuss:

• How to “manually” perform cross-validation for any model-metric combination.
• The need for cross-validation.
• The need for a separate test set outside of the training data where cross-validation takes place.

This chapter is currently under construction. While it is being developed, the following links to the STAT 432 course notes.

• Notes: Simulation
• Notes: Bootstrap
• Notes: Cross-Validation