What is Stratified cross-validation?
Stratified cross-validation is a cross-validation technique that is used to ensure that each fold of the cross-validation is representative of all the different classes or strata in the data. This is especially important when there are a relatively small number of instances for each class.
How to perform Stratified cross-validation step by step approach in detail?
There are a few steps involved in performing stratified cross-validation:
- Split the data into k folds, where k is the number of folds you want to use.
- Make sure that each fold contains an equal proportion of each target class. For example, if you have a binary classification problem with 100 samples, and you want to use 5 folds, then each fold should contain 20 samples from each class.
- Train your model on each fold, and then test it on the remaining data.
- Calculate the mean and standard deviation of the model performance across all of the folds. This will give you an estimate of how well the model will perform on new data.
- The result of stratified cross-validation can be evaluated by looking at the distribution of the folds. Each fold should contain a similar proportion of each class.
How to evaluate the result of Stratified cross-validation?
- Comparing the distribution of classes in the folds to the overall distribution of classes in the dataset. This can be done visually, using a histogram or bar chart.
- Calculating the average accuracy, precision, recall, and F1 score for all folds. This will give you a sense of how well the model performs on average.
- Calculating the standard deviation of the accuracy, precision, recall, and F1 score for all folds. This will give you a sense of how much variation there is in the model's performance.
How to calculate Precision and Recall of Stratified cross-validation?
- Calculate the precision and recall for each classifier on each fold.
- Average the precision and recall over all folds for each classifier.
Write a simple program in Python to perform Stratified cross-validation that also does calculates model accuracy?
Stratified cross-validation is a cross-validation technique that is used to ensure that each fold is representative of the whole dataset. This is done by stratifying the dataset, which means creating folds that contain a representative proportion of each class.
To calculate model accuracy, we can use the
sklearn.metrics module. This module contains a number of functions that can be used to evaluate a model's performance.
Following code demonstrates a simple program that performs stratified cross-validation and calculates model accuracy.
What are the advantages and disadvantages of Stratified cross-validation?
Stratified cross-validation has the advantage of being able to preserve the relative class frequencies in each fold. This is especially important when the class frequencies are imbalanced. However, stratified cross-validation can be more computationally expensive than other methods and may not be necessary if the classifier is already well-calibrated.
Advantages of Stratified cross-validation
- Stratified cross-validation preserves the class balance of the data in each fold, which is important for some types of machine learning algorithms.
- It can run cross-validation on data sets with a large number of classes.
- It allows for better estimation of model performance since it simulates the real-world distribution of data.
- Stratified cross-validation reduces the chance of overfitting since the model is trained on multiple different partitions of the data
Disadvantages of Stratified cross-validation
- Stratified cross-validation can be computationally expensive.
- It can be sensitive to small changes in the data set.