topic Re: K-fold cross validation fit statistics in SAS Data Science

K-fold cross validation fit statistics

DvdM — Fri, 01 Apr 2022 13:00:19 GMT

Hi,

I used k-fold cross validation in the proc forest statement. In the Cross-Validation Fit Statistics output table I can only see the average squared error etc. for each fold. Is there a way to output other statitistics (such as AUC or accuracy) for each fold?

Thank you in advance!

Re: K-fold cross validation fit statistics

ballardw — Fri, 01 Apr 2022 17:32:53 GMT

I suggest posting the code you are currently using. That way someone more familiar can tell if a needed option is already present or suggest the changes needed, if possible.

Re: K-fold cross validation fit statistics

sbxkoenk — Fri, 01 Apr 2022 17:58:23 GMT

Hello,

See here :

SAS Visual Data Mining and Machine Learning Programming Guide
Machine Learning Tools Action Set
proc cas noqueue; mltools.crossValidateML ...
Cross Validation of a Forest Model
https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/casactml/casactml_mltools_example01.htm

There are some more CV fit statistics !

Koen