[R] rpart - the xval argument in rpart.control and in xpred.rpart

jamesmcc jlmccreight at gmail.com
Fri Sep 11 23:17:34 CEST 2009


I have this *exact* same confusion. 

Adding to this is the fact that Everitt and Hothorn in their book, HSAUR,
say that setting xval=100 gives "100 runs of 10-fold cross-validation" (1st
ed., page 136).

Is this actually 1 run of 100-fold cross-validation? 

For large xval, doing multiple cross-validations is not super important. But
I would want to perform multiple cross-validataion with different partitions
of the data when xval is moderate or small wrt the size of the data set. In
that case do we need to do as Paolo suggests?




Paolo Radaelli wrote:
> 
> Usually 10-fold cross validation is performed more than once to get an 
> estimate of the misclassification rate thus I thought "number of 
> cross-validations" was different from the "number of cross-validation 
> groups". So, if I want to perform 10-fold cross-validation more than once 
> (say 5) in order to estimate the miscalssification rate I have to run 
> xpred.rpart 5 times ?
> Thanks
> Paolo
> 
> 
>>> I have some problems in understanding the meaning of the xval argument
>>> in
>>> the two functions rpart.control and xpred.rpart. In the former it is 
>>> defined
>>> as the number of cross-validations while in the latter it is defined as 
>>> the
>>> number of cross-validation groups.
>>  It is the same thing.  If xval=10 then the data is divided into 10 
>> disjoint
>> groups.  A model is fit with group 1 left out and that model is used to 
>> predict
>> the observations in group 1; then a model is fit with group 2 left out; 
>> then
>> group 3, ...
>>   So 10 groups = 10 fits of the model.
> 
> 
> 
> Actually I thought that in rpart.control
> 
>>
>>
>>
>>   Terry Therneau
>>
>>
> 
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> 

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