How to Use Out-of-Fold Predictions in Machine Learning

Machine learning algorithms are typically evaluated using resampling techniques such as k-fold cross-validation. During the k-fold cross-validation process, predictions are made on test sets comprised of data not used to train the model. These predictions are referred to as out-of-fold predictions, a type of out-of-sample predictions. Out-of-fold predictions play an important role in machine learning in both estimating the performance of a model when making predictions on new data in the future, so-called the generalization performance of the model, and in the development of ensemble models. In this tutorial, you will discover a gentle introduction to out-of-fold predictions in machine learning. How to Use Out-of-Fold Predictions in Machine Learning Photos by Gael Varoquaux, some rights reserved.