The document outlines performance evaluation techniques in machine learning, focusing on the importance of training, validation, and test splits for model assessment. It explains the process of cross-validation, including various methods such as k-fold and leave-one-out, to ensure models generalize well to unseen data. Additionally, it discusses the significance of hyperparameter tuning and provides formulas for calculating accuracy, recall, and precision.
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Module 6_ML
The document outlines performance evaluation techniques in machine learning, focusing on the importance of training, validation, and test splits for model assessment. It explains the process of cross-validation, including various methods such as k-fold and leave-one-out, to ensure models generalize well to unseen data. Additionally, it discusses the significance of hyperparameter tuning and provides formulas for calculating accuracy, recall, and precision.
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Performance Evaluation Techniques-
Training, Testing & Validation splits
In machine learning, a "Training, Testing, and Validation split" refers to the process of dividing a dataset into three separate subsets: The training set (used to train the model) The validation set (used to fine-tune model parameters and prevent overfitting) The test set (used to evaluate the final model performance on unseen data)essentially allowing to assess how well your model generalizes to new data and avoids overfitting to the training data alone. • Training Set: This is the largest portion of the data used to train the model, where the algorithm learns the patterns and relationships within the data. • Validation Set: This subset is used to evaluate the model's performance during the training process, allowing you to adjust hyperparameters and prevent overfitting by monitoring how well the model performs on data it hasn't seen before. • Test Set: Once the model is considered optimal based on the validation set, the final performance is assessed on the completely unseen test set, giving a more accurate picture of how the model will perform on new data. How to use the Train-Test-Validation split 1. Data Preparation: Clean and pre-process your entire dataset. 2. Splitting the data: Randomly divide the dataset into the training, validation, and test sets, with a common ratio being 80% for training, 10% for validation, and 10% for testing. 3. Model Training: Train the model using the training data. 4. Hyperparameter Tuning: Use the validation set to adjust hyperparameters of the model to optimize its performance. 5. Final Evaluation: Once the model is tuned, evaluate its performance on the test set to get an unbiased assessment of its generalization ability. Cross Validation Cross validation is a technique used in machine learning to evaluate the performance of a model on unseen data. It involves dividing the available data into multiple folds or subsets, using one of these folds as a validation set, and training the model on the remaining folds. This process is repeated multiple times, each time using a different fold as the validation set. Finally, the results from each validation step are averaged to produce a more robust estimate of the model’s performance. Cross validation is an important step in the machine learning process and helps to ensure that the model selected for deployment is robust and generalizes well to new data. The main purpose of cross validation is to prevent overfitting, which occurs when a model is trained too well on the training data and performs poorly on new, unseen data. By evaluating the model on multiple validation sets, cross validation provides a more realistic estimate of the model’s generalization performance, i.e., its ability to perform well on new, unseen data. Types of Cross-Validation There are several types of cross validation techniques, including k-fold cross validation, leave-one-out cross validation, and Holdout validation, Stratified Cross-Validation. The choice of technique depends on the size and nature of the data, as well as the specific requirements of the modeling problem. Holdout Validation In Holdout Validation, we perform training on the 50% of the given dataset and rest 50% is used for the testing purpose. It’s a simple and quick way to evaluate a model. The major drawback of this method is that we perform training on the 50% of the dataset, it may possible that the remaining 50% of the data contains some important information which we are leaving while training our model i.e. higher bias. leave-one-out cross validation In this method, we perform training on the whole dataset but leaves only one data-point of the available dataset and then iterates for each data-point. In LOOCV, the model is trained on n−1 samples and tested on the one omitted sample, repeating this process for each data point in the dataset. K-Fold Cross Validation • In K-Fold Cross Validation, we split the dataset into k number of subsets (known as folds) then we perform training on the all the subsets but leave one(k-1) subset for the evaluation of the trained model. • In this method, we iterate k times with a different subset reserved for testing purpose each time. K-fold cross validation in machine learning cross-validation is a powerful technique for evaluating predictive models in data science. It involves splitting the dataset into k subsets or folds, where each fold is used as the validation set in turn while the remaining k-1 folds are used for training. This process is repeated k times, and performance metrics such as accuracy, precision, and recall are computed for each fold. By averaging these metrics, we obtain an estimate of the model’s generalization performance. This method is essential for model assessment, selection, and hyperparameter tuning, offering a reliable measure of a model’s effectiveness. In each set (fold) training and the test would be performed precisely once during this entire process. It helps us to avoid overfitting. Accuracy =45+95/150 =93.33% • Recall =TP/TP+FN =95/95+5 =95% Precision=TP/TP+FP =95%
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