Cross-validation in brief
For the various values of \( k \)
- shuffle the dataset randomly.
- Split the dataset into \( k \) groups.
- For each unique group:
- Decide which group to use as set for test data
- Take the remaining groups as a training data set
- Fit a model on the training set and evaluate it on the test set
- Retain the evaluation score and discard the model
Summarize the model using the sample of model evaluation scores