Procrustes Cross-Validation—A Bridge between Cross-Validation and Independent Validation Sets

Autor: Alexey L. Pomerantsev, Oxana Ye. Rodionova, Sergei Zhilin, Sergey Kucheryavskiy
Jazyk: angličtina
Rok vydání: 2020
Předmět:
Zdroj: Kucheryavskiy, S, Zhilin, S, Rodionova, O & Pomerantsev, A 2020, ' Procrustes Cross-Validation—A Bridge between Cross-Validation and Independent Validation Sets ', Analytical Chemistry, vol. 92, no. 17, pp. 11842-11850 . https://doi.org/10.1021/acs.analchem.0c02175
DOI: 10.1021/acs.analchem.0c02175
Popis: In this paper, we propose a new approach for validation of chemometric models. It is based on k-fold cross-validation algorithm, but in contrast to conventional cross-validation, our approach makes it possible to create a new dataset, which carries sampling uncertainty estimated by the cross-validation procedure. This dataset, called a pseudo-validation set, can be used similar to an independent test set, giving a possibility to compute residual distances, explained variance, scores, and other results, which cannot be obtained in the conventional cross-validation. The paper describes theoretical details of the proposed approach and its implementation as well as presents experimental results obtained using simulated and real chemical datasets.
Databáze: OpenAIRE