I am on V.03.04, so I guess I have to wait until my environment is updated to version 3.5 then. Or is there another workaround for version 3.4?  ... View more

Thank you for your reply! I tried this on data with only a train and test partition, but noticed that the application of cross-validation does not show up in the autotuning part of the training code. See below:   partition rolevar='_PartInd_'n (TRAIN='1' TEST='2'); autotune useparameters=CUSTOM tuningparameters=( lasso(LB=0 UB=10 INIT=0) learningrate(LB=0.01 UB=1 INIT=0.1) ntrees(LB=20 UB=150 INIT=100) ridge(LB=0 UB=10 INIT=1) samplingrate(LB=0.1 UB=1 INIT=0.5) vars_to_try(LB=1 UB=100 INIT=100) ) searchmethod=GA objective=AUC maxtime=3600 maxevals=50 maxiters=5 popsize=10 targetevent='1' ;   With data that is not partitioned, the cross validation does appear in the training code with the number of folds:      autotune useparameters=CUSTOM tuningparameters=( lasso(LB=0 UB=10 INIT=0) learningrate(LB=0.01 UB=1 INIT=0.1) ntrees(LB=20 UB=150 INIT=100) ridge(LB=0 UB=10 INIT=1) samplingrate(LB=0.1 UB=1 INIT=0.5) vars_to_try(LB=1 UB=100 INIT=100) ) kfold=5 searchmethod=GA objective=AUC maxtime=3600 maxevals=50 maxiters=5 popsize=10 targetevent='1' ; Does it still work, even though it isn't mentioned in the training code? Or does it mean that cross validation is still not applied if I only have a train and test partition? ... View more