[R] Help, Suggest me some methods to identify training set and test set!!!

Max Kuhn mxkuhn at gmail.com
Tue Dec 22 18:29:47 CET 2009


> Ot should be noted that the performance of single split into training + test
> does not perform satisfactorily unless N > 10,000 in many cases.

Agreed. I've had a few cases where the resampled statistics on the
training set look poor but the test set results are much better. In
the end, the training set statistics were more indicative of future
performance.

The train() function in caret has a few options for resampling models...

-- 

Max




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