Cross-validation (K-fold) in ML Python - ML Experiment: Train & Evaluate

Experiment - Cross-validation (K-fold)

Problem:You want to evaluate how well your model will perform on new data. Currently, you train your model on one part of the data and test on another, but this can give a biased result depending on how the data is split.

Current Metrics:Training accuracy: 95%, Validation accuracy: 80%

Issue:The model's validation accuracy varies a lot depending on the data split. This means the evaluation is not stable or reliable.

Your Task

Use K-fold cross-validation to get a more reliable estimate of the model's performance. Aim for an average validation accuracy above 80% with less variation between folds.

Use 5-fold cross-validation.

Keep the model architecture and hyperparameters the same.

Do not use test data during training or validation.

Hint 1

Hint 2

Hint 3

Hint 4

Solution

ML Python

from sklearn.datasets import load_iris
from sklearn.model_selection import KFold, cross_val_score
from sklearn.svm import SVC
import numpy as np

# Load data
X, y = load_iris(return_X_y=True)

# Define model
model = SVC(kernel='linear', C=1)

# Define 5-fold cross-validation
kf = KFold(n_splits=5, shuffle=True, random_state=42)

# Evaluate model using cross-validation
scores = cross_val_score(model, X, y, cv=kf, scoring='accuracy')

# Print results
print(f'Validation accuracies for each fold: {scores}')
print(f'Average validation accuracy: {np.mean(scores):.2f}')

Implemented 5-fold cross-validation to split data into 5 parts.

Trained and validated the model on different folds to reduce bias.

Calculated average validation accuracy across all folds for stable performance estimate.

Results Interpretation

Before: Training accuracy: 95%, Validation accuracy: 80% (single split)

After: Validation accuracies per fold: 97%, 97%, 93%, 100%, 93%, Average: 96%

Using K-fold cross-validation gives a more reliable and stable estimate of model performance by testing on multiple data splits. This reduces the chance of biased results from a single train-test split.

Bonus Experiment

Try increasing the number of folds to 10 and observe how the average validation accuracy and variance change.

💡 Hint

Use KFold with n_splits=10 and compare the results with 5-fold cross-validation.

Practice

1. What is the main purpose of K-fold cross-validation in machine learning?

easy

A. To evaluate model performance on different subsets of data

B. To increase the size of the training dataset

C. To reduce the number of features in the dataset

D. To speed up the training process

Solution

1. Step 1: Understand K-fold cross-validation concept

   K-fold cross-validation splits the data into K parts and trains the model K times, each time using a different part as test data.

2. Step 2: Identify the main goal

   This process helps evaluate how well the model performs on unseen data by testing on different subsets.

3. Final Answer:

   To evaluate model performance on different subsets of data -> Option A

4. Quick Check:

   Cross-validation = model evaluation [OK]

Hint: K-fold tests model on all data parts for reliable results [OK]

Common Mistakes:

• Thinking it increases training data size
• Confusing it with feature selection
• Assuming it speeds up training

2. Which of the following is the correct way to import KFold from scikit-learn in Python?

easy

A. from sklearn.cross_validation import KFold

B. import KFold from sklearn.cross_validation

C. from sklearn.model_selection import KFold

D. import KFold from sklearn.model_selection

Solution

1. Step 1: Recall the current scikit-learn module for KFold

   KFold is part of the model_selection module in scikit-learn.

2. Step 2: Check correct import syntax

   The correct syntax is from sklearn.model_selection import KFold. Other options use outdated or incorrect modules or syntax.

3. Final Answer:

   from sklearn.model_selection import KFold -> Option C

4. Quick Check:

   Correct import = from sklearn.model_selection import KFold [OK]

Hint: Use model_selection module for KFold import [OK]

Common Mistakes:

• Using deprecated sklearn.cross_validation module
• Wrong import syntax like 'import KFold from ...'
• Confusing module names

3. What will be the output of the following Python code snippet?

from sklearn.model_selection import KFold
import numpy as np

X = np.array([10, 20, 30, 40, 50])
kf = KFold(n_splits=5)
for train_index, test_index in kf.split(X):
    print(test_index)

medium

A. [0 1 2 3]
[1 2 3 4]
[0 2 3 4]
[0 1 3 4]
[0 1 2 4]

B. [0 1]
[2 3]
[4]

C. [4]
[3]
[2]
[1]
[0]

D. [0]
[1]
[2]
[3]
[4]

Solution

1. Step 1: Understand KFold with n_splits=5 on 5 elements

   With 5 splits, each fold uses 4 elements for training and 1 element for testing.

2. Step 2: Check test indices printed in each fold

   Each fold's test index is a single element index from 0 to 4, printed one per line.

3. Final Answer:

   [0] [1] [2] [3] [4] -> Option D

4. Quick Check:

   Each fold tests one unique index [OK]

Hint: With 5 splits, test sets have 1 unique index each [OK]

Common Mistakes:

• Expecting multiple indices per test set
• Confusing train and test indices
• Misunderstanding KFold split behavior

4. Identify the error in this KFold usage code snippet:

from sklearn.model_selection import KFold
kf = KFold(n_splits=5)
X = [1, 2, 3, 4]
for train_idx, test_idx in kf.split(X):
    print(train_idx, test_idx)

medium

A. n_splits cannot be greater than the number of samples

B. X must be a numpy array, not a list

C. train_idx and test_idx should be swapped in the loop

D. Missing shuffle=True in KFold initialization

Solution

1. Step 1: Check n_splits vs data size

   n_splits=5 but X has only 4 samples (5 > 4).

2. Step 2: Understand KFold requirement

   KFold requires n_splits to be less than or equal to the number of samples, otherwise it raises a ValueError.

3. Final Answer:

   n_splits cannot be greater than the number of samples -> Option A

4. Quick Check:

   n_splits ≤ samples [OK]

Hint: n_splits must not exceed sample count [OK]

Common Mistakes:

• Using n_splits larger than dataset size
• Thinking list input causes error
• Swapping train and test indices

5. You want to use 10-fold cross-validation on a dataset with 100 samples. However, your model training is very slow. Which strategy can you use to still evaluate your model reliably but reduce training time?

hard

A. Use only one fold for testing and ignore others

B. Use 5-fold cross-validation instead of 10-fold

C. Use 10-fold cross-validation but shuffle=False

D. Use the entire dataset as training without validation

Solution

1. Step 1: Understand the trade-off between folds and training time

   More folds mean more training rounds, increasing time. Reducing folds reduces training rounds.

2. Step 2: Evaluate options for reducing training time

   Using 5-fold halves the number of training rounds compared to 10-fold, still providing reliable evaluation.

3. Step 3: Check other options

   Using entire data without validation loses evaluation, shuffle=False doesn't reduce folds, ignoring folds loses reliability.

4. Final Answer:

   Use 5-fold cross-validation instead of 10-fold -> Option B

5. Quick Check:

   Fewer folds = faster training [OK]

Hint: Reduce folds to speed up cross-validation [OK]

Common Mistakes:

• Skipping validation entirely
• Ignoring folds reduces reliability
• Thinking shuffle affects speed