All language subtitles for 10 - K-fold Cross Validation.en

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Would you like to inspect the original subtitles? These are the user uploaded subtitles that are being translated: 0 00:00:00,940 --> 00:00:02,470 [Autogenerated] So here is there be a rat. 1 00:00:02,470 --> 00:00:04,230 We know that we need to split our data 2 00:00:04,230 --> 00:00:07,120 into training. Validation and test data 3 00:00:07,120 --> 00:00:09,039 will produce end candidate models for 4 00:00:09,039 --> 00:00:11,220 running and training and validation 5 00:00:11,220 --> 00:00:13,970 processes. But just one test process to 6 00:00:13,970 --> 00:00:15,779 evaluate the finding model that we have 7 00:00:15,779 --> 00:00:19,039 chosen. This is referred to us singular 8 00:00:19,039 --> 00:00:22,030 cross validation the splitter original 9 00:00:22,030 --> 00:00:25,309 data in tow, training tests on a single 10 00:00:25,309 --> 00:00:28,629 validation set. Let's visually see how we 11 00:00:28,629 --> 00:00:31,190 use these three subsets off our data to 12 00:00:31,190 --> 00:00:33,600 get the best possible model. We trained 13 00:00:33,600 --> 00:00:35,500 the different candidate models on the 14 00:00:35,500 --> 00:00:37,390 training data. Evaluate them on the 15 00:00:37,390 --> 00:00:39,969 validation data. This process is called 16 00:00:39,969 --> 00:00:42,700 hyper parameter tuning. Each candidate, 17 00:00:42,700 --> 00:00:44,840 Morty will have different design 18 00:00:44,840 --> 00:00:46,840 parameters. You're trying to figure out 19 00:00:46,840 --> 00:00:49,340 which design off your model works well for 20 00:00:49,340 --> 00:00:52,179 your data. And finally, after you've used 21 00:00:52,179 --> 00:00:54,520 hyper parameter tuning to find the best 22 00:00:54,520 --> 00:00:57,369 design for your model, you'll do our final 23 00:00:57,369 --> 00:00:59,820 evaluation. The test data. So you know 24 00:00:59,820 --> 00:01:02,479 this is how your model performs the EU's 25 00:01:02,479 --> 00:01:05,040 off. A holdout validation set is a huge 26 00:01:05,040 --> 00:01:06,790 improvement over what we were doing 27 00:01:06,790 --> 00:01:09,209 earlier. However, that is still a problem. 28 00:01:09,209 --> 00:01:11,030 The model's performance on the validation 29 00:01:11,030 --> 00:01:14,030 sec get incorporated into the model 30 00:01:14,030 --> 00:01:17,890 itself, and this may introduce bias. So 31 00:01:17,890 --> 00:01:21,180 the validation set data become partof the 32 00:01:21,180 --> 00:01:23,939 models designed. And that's not good. 33 00:01:23,939 --> 00:01:25,819 What? We're trying to get us a model that 34 00:01:25,819 --> 00:01:28,760 is as robust as we can make it, which is 35 00:01:28,760 --> 00:01:31,540 why an alternative to using singular cross 36 00:01:31,540 --> 00:01:34,840 validation is key. Fold cross validation. 37 00:01:34,840 --> 00:01:36,719 Here. You don't have a single set off 38 00:01:36,719 --> 00:01:39,180 validation data to generate each candidate 39 00:01:39,180 --> 00:01:41,200 mortal. You'd repeatedly trained and 40 00:01:41,200 --> 00:01:43,250 validate using different subsets off 41 00:01:43,250 --> 00:01:46,189 training data. Now, this might not seem 42 00:01:46,189 --> 00:01:48,239 intuitive to you at first, but we'll see 43 00:01:48,239 --> 00:01:49,810 it visually and you'll understand what's 44 00:01:49,810 --> 00:01:52,510 going on. Okay, full cross validation 45 00:01:52,510 --> 00:01:54,299 tends to be very compute. A Shin Lee 46 00:01:54,299 --> 00:01:57,620 intensive but very robust. It does not 47 00:01:57,620 --> 00:02:00,019 waste. Eight are all off. The data is used 48 00:02:00,019 --> 00:02:03,109 well to generate a good model. Let's 49 00:02:03,109 --> 00:02:05,140 visually understand how k fold cross 50 00:02:05,140 --> 00:02:07,599 validation books. You have all of the data 51 00:02:07,599 --> 00:02:09,120 available to you in the real ball. You 52 00:02:09,120 --> 00:02:12,020 split it into training data on dhe test 53 00:02:12,020 --> 00:02:14,349 data. Test data is what you lose to 54 00:02:14,349 --> 00:02:16,780 perform a final evaluation on the model. 55 00:02:16,780 --> 00:02:19,159 Now instruct using the same validation 56 00:02:19,159 --> 00:02:21,349 data to evaluate different candidate 57 00:02:21,349 --> 00:02:23,560 models, you'll stay split your training 58 00:02:23,560 --> 00:02:25,960 data into different falls. Here I have 59 00:02:25,960 --> 00:02:28,419 five fold. This is fivefold. Cross 60 00:02:28,419 --> 00:02:31,219 validation with five full cross validation 61 00:02:31,219 --> 00:02:33,830 for each candidate model. You'll train 62 00:02:33,830 --> 00:02:37,240 your model five times the first time. Fold 63 00:02:37,240 --> 00:02:40,039 234 and five will be the training data. 64 00:02:40,039 --> 00:02:42,740 Fold one will be the validation data. 65 00:02:42,740 --> 00:02:44,860 You'll then train the same candidate of 66 00:02:44,860 --> 00:02:47,569 model with a different subset of training 67 00:02:47,569 --> 00:02:50,819 data full 134 and five complex. The 68 00:02:50,819 --> 00:02:53,110 training data fall, too. It's a validation 69 00:02:53,110 --> 00:02:56,139 data. You'll then do 1/3 round of training 70 00:02:56,139 --> 00:02:58,240 for the same candidate, Marty. This time, 71 00:02:58,240 --> 00:03:00,840 fold three is the validation data that the 72 00:03:00,840 --> 00:03:03,270 meaning falls. Make up your training data, 73 00:03:03,270 --> 00:03:05,460 and you'll continue this for split four 74 00:03:05,460 --> 00:03:08,629 and split five as well. So when you use 75 00:03:08,629 --> 00:03:11,219 fivefold cross validation for a single 76 00:03:11,219 --> 00:03:13,969 candidate model, you've run five training 77 00:03:13,969 --> 00:03:17,439 processes and five validation processes. 78 00:03:17,439 --> 00:03:19,800 Training and validation is run on each 79 00:03:19,800 --> 00:03:23,030 full off your training data. Once you run 80 00:03:23,030 --> 00:03:25,060 these five different training and 81 00:03:25,060 --> 00:03:27,509 validation processes, you average the 82 00:03:27,509 --> 00:03:29,699 performance off this candidate model 83 00:03:29,699 --> 00:03:32,639 across all fools, so you'll get one 84 00:03:32,639 --> 00:03:35,680 average score. And for this particular 85 00:03:35,680 --> 00:03:38,020 candidate, Morty, this average performance 86 00:03:38,020 --> 00:03:40,650 scores what you'll use to find the best 87 00:03:40,650 --> 00:03:43,250 candidate model, which candidate model has 88 00:03:43,250 --> 00:03:45,759 the best average performance school across 89 00:03:45,759 --> 00:03:48,259 all falls off training and validation. 90 00:03:48,259 --> 00:03:50,110 Once you've trained all of her candidate 91 00:03:50,110 --> 00:03:52,610 models on all of these falls, on average, 92 00:03:52,610 --> 00:03:54,740 their performance score, you'll take the 93 00:03:54,740 --> 00:03:57,569 best one that you phoned, evaluated on the 94 00:03:57,569 --> 00:04:00,990 test data. Thus, with careful cross 95 00:04:00,990 --> 00:04:03,520 validation since the validation data 96 00:04:03,520 --> 00:04:06,770 changes in each fold off training, it's 97 00:04:06,770 --> 00:04:08,840 impossible for the information in the 98 00:04:08,840 --> 00:04:13,000 validation data to become incorporated as part of the model. 7715

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