DATA MINING
Desktop Survival Guide by Graham Williams |
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10 Fold Cross Validation |
library(ROCR) data(ROCR.xval) pp <- ROCR.xval$predictions ll <- ROCR.xval$labels pred <- prediction(pp, ll) perf <- performance(pred, "tpr", "fpr") pdf("graphics/rplot-rocr-10xfold.pdf") par(mfrow = c(2, 2)) plot(perf, colorize = T, lwd = 2, main = "ROC: 10-fold cross-validation") plot(perf, avg = "vertical", spread.estimate = "stderror", lwd = 3, main = "Vertical avg + 1 std error", col = "blue") plot(perf, avg = "horizontal", spread.estimate = "boxplot", lwd = 3, main = "Horizontal avg + boxplots", col = "blue") plot(perf, avg = "threshold", spread.estimate = "stddev", lwd = 2, main = "Threshold avg + 1 std deviation", colorize = T) dev.off() |