5 Cross Validation Techniques Explained Visually

A 2-min visual guide to popular cross validation techniques.

Partner with us | Deep Dives

Tuning and validating machine learning models on a single validation set can be misleading and sometimes yield overly optimistic results.

This can occur due to a lucky random split of data, which results in a model that performs exceptionally well on the validation set but poorly on new, unseen data.

That is why we often use cross validation instead of simple single-set validation.

Cross validation involves repeatedly partitioning the available data into subsets, training the model on a few subsets, and validating on the remaining subsets.

The main advantage of cross validation is that it provides a more robust and unbiased estimate of model performance compared to the traditional validation method.

Below are five of the most commonly used and must-know cross validation techniques.

• Leave-One-Out Cross Validation

  

  • Leave one data point for validation.

  • Train the model on the remaining data points.

  • Repeat for all points.

  • Of course, as you may have guessed, this is practically infeasible when you have many data points. This is because number of models is equal to number of data points.

  • We can extend this to Leave-p-Out Cross Validation, where, in each iteration, p observations are reserved for validation, and the rest are used for training.

• K-Fold Cross Validation

  

  • Split data into k equally-sized subsets.

  • Select one subset for validation.

  • Train the model on the remaining subsets.

  • Repeat for all subsets.

• Rolling Cross Validation

  

  • Mostly used for data with temporal structure.

  • Data splitting respects the temporal order, using a fixed-size training window.

  • The model is evaluated on the subsequent window.

• Blocked Cross Validation

  

  • Another common technique for time-series data.

  • In contrast to rolling cross validation, the slice of data is intentionally kept short if the variance does not change appreciably from one window to the next.

  • This also saves computation over rolling cross validation.

• Stratified Cross Validation

  

  • The above-discussed techniques may not work for imbalanced datasets. Stratified cross validation is mainly used for preserving the class distribution.

  • The partitioning ensures that the class distribution is preserved.

👉 Over to you: What other cross validation techniques have I missed?

---

Are you overwhelmed with the amount of information in ML/DS?

Every week, I publish no-fluff deep dives on topics that truly matter to your skills for ML/DS roles.

For instance:

• A Crash Course on Causality – Part 1

• A Crash Course on Causality – Part 2

• A Beginner-friendly Introduction to Kolmogorov Arnold Networks (KANs)

• Implementing KANs From Scratch Using PyTorch

• A Practical Guide to Scaling ML Model Training

• 5 Must-Know Ways to Test ML Models in Production (Implementation Included)

• A Beginner-Friendly Guide to Multi-GPU Model Training

• Understanding LoRA-derived Techniques for Optimal LLM Fine-tuning

• 8 Fatal (Yet Non-obvious) Pitfalls and Cautionary Measures in Data Science

• Implementing Parallelized CUDA Programs From Scratch Using CUDA Programming

• You Are Probably Building Inconsistent Classification Models Without Even Realizing

• And many many more.

Join below to unlock all full articles:

---

SPONSOR US

Get your product in front of 80,000 data scientists and other tech professionals.

Our newsletter puts your products and services directly in front of an audience that matters — thousands of leaders, senior data scientists, machine learning engineers, data analysts, etc., who have influence over significant tech decisions and big purchases.

To ensure your product reaches this influential audience, reserve your space here or reply to this email to ensure your product reaches this influential audience.