Crossvalidation of liinear models?

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Tania on 9 Aug 2014
Commented: Greg Heath on 2 Sep 2014
Hi, does anyone knows if there is a function to crossvalidated my linear model? i can only find it for descision trees unfortunately.. Thank you!

Accepted Answer

Greg Heath
Greg Heath on 9 Aug 2014
help crossval, doc crossval
help cvpartition, doc cvpartition
Hope this helps
Thank you for formally accepting my answer
Greg Heath
Greg Heath on 2 Sep 2014
y is 3-dimensional
help iris

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More Answers (1)

Ahmet Cecen
Ahmet Cecen on 9 Aug 2014
Edited: Ahmet Cecen on 9 Aug 2014
This depends on how you would like to do the cross validation. Leave-one-out cross validation has a nice trick for linear models that can be exploited to perform the whole thing in mere seconds. If you would like to leave more out, or use a k-fold validation, you just have to retrain the model each time and calculate the cross-validation error. I am not aware of any native functions in MATLAB that does CV for linear models. My file exchange function MultiPolyRegressV3 has built in leave-one-out cross validation with the trick exploited.

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