mlr_resamplings_ncv function

Nested Cross-Validation

This implements the Nested CV resampling procedure by Bates et al. (2024).

Parameters

• folds :: integer(1)

  The number of folds. This is initialized to 5.

• repeats :: integer(1)

  The number of repetitions. THis is initialized to 10.

Examples

ncv = rsmp("nested_cv", folds = 3, repeats = 10L)
ncv
rr = resample(tsk("mtcars"), lrn("regr.featureless"), ncv)

References

Bates, Stephen, Hastie, Trevor, Tibshirani, Robert (2024). Cross-validation: what does it estimate and how well does it do it?

Journal of the American Statistical Association, 119 (546), 1434--1445.

Super class

mlr3::Resampling -> ResamplingNestedCV

Active bindings

• iters: (integer(1))

   The total number of resampling iterations.
  

Methods

Public methods

• list("ResamplingNestedCV$new()")

• list("ResamplingNestedCV$unflatten()")

• list("ResamplingNestedCV$clone()")

Method new()

Creates a new instance of this R6 class.

Usage

ResamplingNestedCV$new()

Method unflatten()

Convert a resampling iteration to a more useful representation. For outer resampling iterations, inner is NA.

Usage

ResamplingNestedCV$unflatten(iter)

Arguments

• iter: (integer(1))

   The iteration.
  

Returns

list(rep, outer, inner)

Method clone()

The objects of this class are cloneable with this method.

Usage

ResamplingNestedCV$clone(deep = FALSE)

Arguments

• deep: Whether to make a deep clone.