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Adele
Level II

k-fold cross-validation with bootstrap forests model and standard least squares regression

Hi,
Is it possible to use k-fold cross-validation with bootstrap forests model and standard least squares regression in JMP?
I have done the k-fold cross-validation with neural networks model, and I am looking for some methods which could use the same cross-validation, so that I can do model comparisons.
Thank you.

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Adele
Level II

Re: k-fold cross-validation with bootstrap forests model and standard least squares regression

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Adele
Level II

Re: k-fold cross-validation with bootstrap forests model and standard least squares regression

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Re: k-fold cross-validation with bootstrap forests model and standard least squares regression

Would like to add we are experimenting with a new automated way to perform k-fold cv in the new XGBoost add-in for JMP Pro.   If you have access to JMP Pro 15 and would like to try an early adopter version, please let me know.    In addition, we are tentatively planning to have the add-in available in the JMP lab at Discovery Munich with JMP Pro 16 Early Adopter.

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Re: k-fold cross-validation with bootstrap forests model and standard least squares regression

As I mentioned in your other discussion about the same topic, you might consider using AICc across all the candidate models. JMP Pro also provides a model comparison platform to assist you.

Learn it once, use it forever!
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Lu
Lu
Level I

Re: k-fold cross-validation with bootstrap forests model and standard least squares regression

Thanks for summary. So k-fold cross validation is not necessary or not possible with bootstrap forest in JMPpro?
When creating a Validation colum when you have a binary outcome, would you go for a stratified Random, statify by Group or Grouped random method?
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