K-fold cross validation is a popular model evaluation technique in machine learning and artificial intelligence. The main idea is to split your dataset into k equally sized parts, or ‘folds.’ Instead of training your model on one big chunk of data and testing it on another, k-fold cross validation rotates through the folds, ensuring every data point gets a chance to be used for both training and validation.
Here’s how it usually works: let’s say you choose k = 5, which is a common choice. The dataset is divided into 5 folds. The model is trained on 4 of these folds and tested on the remaining fold. This process repeats 5 times, each time using a different fold as the test set and the others as the training set. In the end, you average the results across all folds to get a more reliable estimate of your model‘s performance.
Why use k-fold cross validation? One big reason is that it helps you avoid overfitting and underfitting. If you only split your data into one training and one test set, your model‘s performance can depend heavily on how that split was made. Maybe the test set is unusually easy or hard, and that could give you a misleading picture of how your model will perform in the real world. By rotating through all the data, k-fold cross validation gives you a more robust and unbiased estimate.
Another advantage is that it makes better use of your data, especially if you have a limited dataset. Since every observation is used for both training and validation, you reduce the risk of wasting valuable data. This is particularly important in domains where collecting more data is expensive or difficult.
K-fold cross validation works for both classification and regression problems, and it’s compatible with most machine learning algorithms. However, there are some variations to be aware of. For example, “stratified k-fold cross validation” keeps the proportion of classes consistent in each fold, which is important for imbalanced datasets. You can also change the value of k depending on your needs: higher k (like 10) gives a more thorough evaluation but requires more computation; lower k (like 3 or 5) is faster but may be less accurate.
There’s also a trade-off between bias and variance. With a smaller k, each training set is larger, so the variance of the estimate goes down, but the bias may go up. With a larger k, each test set is smaller, and the variance goes up while the bias goes down. Leave-one-out cross validation (LOOCV) is an extreme case where k equals the number of data points.
Overall, k-fold cross validation is a fundamental tool for model selection, hyperparameter tuning, and benchmarking in AI and machine learning projects. It helps ensure that your model generalizes well to new, unseen data and is not just memorizing the training set.