This article was published as a part of the Data Science Blogathon.

Image designed by the author

Guys! Before getting started, just have a look at the below visualization and tell me, what are your observations? Yes, here weâ€™re monitoring the performance of the model before moving into production. Why is this necessary for the ML space? Of course, this is a very important stage during model accuracy validation, whatever you can say. In this article, I am choosing one of the interesting techniques and discussing it in detail.

Image designed by the author

- Introduction
- What is Accuracy of the Model and Performance?
- ML Engineers and Business Team Agreement
- What is K-Fold Cross Validation?
- Life Cycle of K-Fold Cross-Validation
- Thumb Rules Associated with K Fold
- Basic Example
- Model Selection usi ng K-Fold
- Parameter Tuning Using K-Fold
- K-Fold in Visual form
- Conclusion
- Frequently Asked Questions

Machine learning model performance assessment is just like assessing the scores, how we used to evaluate our sores in high schools and colleges for the meeting the eligibility criteria for getting the best courses or getting selected in the campus interviews for companies for the job and clearing cut-off scores for many more competition exams for getting selected. So apparently, the GOOD score recognizes the fact that the candidate is always good. The same is been expected in the machine learning model, and that should achieve the expected results in predictions/forecasting/calcification problem statements. Even in the ML world, the model has been trained in the context of data, model, and code.

Accuracy is the just number, for getting a better understanding of a prediction-based problem that corrects the predictions which are made by the model built by the team with the available number of records. So we need to train the model across different combinations of data.

As we are aware that there are multiple ways to evaluate the performance of the model. As a team always has the responsibility to build a generalized model and certain performance is expected in the production, at the same time we have to convince the customer, stakeholders of the same and add the key business benefits based on the advisory committee by SMEâ€™s guidance to meet the goals.

As we are an ML engineer team, we must provide the performance of the model in the numeric range. Let’s say the performance of the model would be 85-90%. Sometimes the performance of the model in training and testing will not behave the same in production, in many cases, Overfitting or Underfitting will be experienced during the production environment.

Yes! Of course, this is really threatening to junior Data scientists and ML Engineers, but the challenge is one requires to improvise your technical capabilities, right? , So after many iterations and CI/CD involvement (MLOps), only the model will achieve the accuracy as expected and in a generalised mode. One step further, always we have to monitor the performance and apply the necessary changes to the model algorithm and code.

Will see how we could overcome this in the real-time, scenario.

As I mentioned earlier the RANGE-Factor, we have different techniques to evaluate, in which Cross-Validation or K â€“ Fold Cross Validation is best and easy to understand. This is simple in nature and involves a typical resampling technique, without any replacement in the data. And easily we could understand and visualise while implementing.

Image designed by the author

K-fold cross-validation is a technique for evaluating predictive models. The dataset is divided into k subsets or folds. The model is trained and evaluated k times, using a different fold as the validation set each time. Performance metrics from each fold are averaged to estimate the model’s generalization performance. This method aids in model assessment, selection, and hyperparameter tuning, providing a more reliable measure of a model’s effectiveness.

In each set (fold) training and the test would be performed precisely once during this entire process. It helps us to avoid overfitting. As we know when a model is trained using all of the data in a single short and give the best performance accuracy. To resist this k-fold cross-validation helps us to build the model is a generalized one.

To achieve this K-Fold Cross Validation, we have to split the data set into three sets, Training, Testing, and Validation, with the challenge of the volume of the data.

Here Test and Train data set will support building model and hyperparameter assessments.

In which the model has been validated multiple times based on the value assigned as a parameter and which is called K and it should be an INTEGER.

Make it simple, based on the K value, the data set would be divided, and train/testing will be conducted in a sequence way equal to K time.

Image designed by the author

Letâ€™s have a generalised K value. If K=5, it means, in the given dataset and we are splitting into 5 folds and running the Train and Test. During each run, one fold is considered for testing and the rest will be for training and moving on with iterations, the below pictorial representation would give you an idea of the flow of the fold-defined size.

Image designed by the author

In which each data point is used, once in the hold-out set and K-1 in Training. So, during the full iteration at least once, one fold will be used for testing and the rest for training.

In the above set, 5- Testing 20 Training. In each iteration, we will get an accuracy score and have to sum them and find the mean. Here we can understand how the data is spread in a way of consistency and will make a conclusion whether to for the production with this model (or) NOT.

Now, we will discuss a few thumb rules while playing with K â€“ fold

- K should be always >= 2 and = to number of records, (LOOCV)
- If 2 then just 2 iterations
- If K=No of records in the dataset, then 1 for testing and n- for training

- The optimized value for the K is 10 and used with the data of good size. (Commonly used)
- If the K value is too large, then this will lead to less variance across the training set and limit the model currency difference across the iterations.
- The number of folds is indirectly proportional to the size of the data set, which means, if the dataset size is too small, the number of folds can increase.
- Larger values of K eventually increase the running time of the cross-validation process.

Please remember K-Fold Cross Validation for the below purpose in the ML stream.

- Model selection
- Parameter tuning
- Feature selection

So far, we have discussed the K Fold and its way of implementation, let’s do some hands-on now.

I am creating a simple array, defining the K size as 5 and splitting my array. Using the simple loop and printing the Train and Test portions. Here we could see clearly that the data points in TT buckets and Test data are unique in each cycle.

**Python Code:**

You can see the Train and Test array and how the array got split in every iteration.

Let’s do this with the dataset.

```
from sklearn.linear_model import LogisticRegression
from sklearn.svm import SVC
from sklearn.ensemble import RandomForestClassifier
import numpy as np
from sklearn.datasets import load_digits
import matplotlib.pyplot as plt
digits = load_digits()
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(digits.data,digits.target,test_size=0.3)
```

imported required libraries and loaded digits (**hand-written digits – open source), let’s apply a different algorithm.**

I am usingÂ liblinear. This is the “Large Linear Classification” category. It uses a Coordinate-Descent Algorithm. This would minimize a multivariate function by resolving the univariate and its optimization problems during the loop.

```
lr = LogisticRegression(solver='liblinear',multi_class='ovr')
lr.fit(X_train, y_train)
lr.score(X_test, y_test)
```

Output

Score : 0.972222

Just using gamma is a parameter for non-linear perspective for hyperplanes. The value of the gamma tries to fit the training data set and uses 1/n_features.

```
svm = SVC(gamma='auto')
svm.fit(X_train, y_train)
svm.score(X_test, y_test)
```

Output

Score : 0.62037

For RFC, I am assigning estimators as 40.

```
rf = RandomForestClassifier(n_estimators=40)
rf.fit(X_train, y_train)
rf.score(X_test, y_test)
```

Output

Score: 0.96666

Scores from the above list of algorithms **Logistic Regression and ****Random Forest **are doing comparatively better than SVM.

Now will use cross_val_score function and get the scores, passing different algorithms with dataset and cv.

from sklearn.model_selection import cross_val_score

Set LogisticRegression, CV =3

```
score_lr=cross_val_score(LogisticRegression(solver='liblinear',multi_class='ovr'), digits.data, digits.target,cv=3)
print(score_lr)
print("Avg :",np.average(score_lr))
```

Output: for 3 fold we have 3 scores

[0.89482471 0.95325543 0.90984975] Avg : 0.9193099610461881

Set SVM and CV=3

score_svm =cross_val_score(SVC(gamma=’auto’), digits.data, digits.target,cv=3)

print(score_svm)

print(“Avg :”,np.average(score_svm))

Output: Scores

[0.38063439 0.41068447 0.51252087] Avg : 0.4346132442960489

Set Random Forest and CV=3

score_rf=cross_val_score(RandomForestClassifier(n_estimators=40),digits.data, digits.target,cv=3)

print(score_rf)

print(“Avg :”,np.average(score_rf))

Output: Scores

[0.92821369 0.95325543 0.92320534] Avg : 0.9348914858096827

| Before K Fold apply | After K Fold applied (Avg) |

Logistic Regression | 97% | 91% |

SVM | 62% | 43% |

Random Forest | 96% | 93% |

Based on the above table, we will go with **Random Forest **for this dataset for production. But we have to monitor the model performance based on the data drift and as the business case changes, we have to revisit the model and redeploy.

Let us consider the **RandomForestClassifier** for this analysis, and n_estimators is our parameter for this case and CV as 10 (commonly used)

scores1 = cross_val_score(RandomForestClassifier(n_estimators=5),digits.data, digits.target, cv=10)

print(“Avg Score for Estimators=5 and CV=10 :”,np.average(scores1))

Output

Avg Score for Estimators=5 and CV=10 : 0.87369

scores2 = cross_val_score(RandomForestClassifier(n_estimators=20),digits.data, digits.target, cv=10)

print(“Avg Score for Estimators=20 and CV=10 :”,np.average(scores2))

Output

Avg Score for Estimators=20 and CV=10 : 0.93377

scores3 = cross_val_score(RandomForestClassifier(n_estimators=30),digits.data, digits.target, cv=10)

print(“Avg Score for Estimators=30 and CV=10 :”,np.average(scores3))

Output

Avg Score for Estimators=30 and CV=10 : 0.94879

scores4 = cross_val_score(RandomForestClassifier(n_estimators=40),digits.data, digits.target, cv=10)

print(“Avg Score for Estimators=40 and CV=10 :”,np.average(scores4))

Output

Avg Score for Estimators=40 and CV=10 : 0.94824

scores1 | 87.36% |

scores2 | 93.33% |

scores3 | 94.87% |

scores4 | 94.82% |

Based on the above observation, we will go with Estimators=30.

Visual representation is always the best evidence for any data which is located across the axes.

from sklearn.model_selection import cross_val_score

```
knn = KNeighborsClassifier(n_neighbors=5)
scores = cross_val_score(knn, X, y, cv=10, scoring='accuracy')
print(scores.mean())
```

Output

0.9666666666666668

k_range = list(range(1, 25)) k_scores = [] for k in k_range: knn = KNeighborsClassifier(n_neighbors=k) scores = cross_val_score(knn, X, y, cv=10, scoring='accuracy') k_scores.append(scores.mean()) print(k_scores)

Output

[0.96, 0.95333, 0.96666, 0.96666, 0.966668, 0.96666, 0.966666, 0.966666, 0.97333, 0.96666, 0.96666, 0.97333, 0.9800, 0.97333, 0.97333, 0.97333, 0.97333, 0.98000, 0.9733333, 0.980000, 0.966666, 0.96666, 0.973333, 0.96, 0.96666, 0.96, 0.96666, 0.953333, 0.95333, 0.95333]

import matplotlib.pyplot as plt %matplotlib inline plt.plot(k_range, k_scores) plt.xlabel('Value of K for KNN') plt.ylabel('Cross-Validated-Accuracy')

Output: With a simple plot, X=> value of K and Y=> Accuracy for respective CV

The above visual representation helps us to understand the accuracy is ~98%for K=12,18 and 19 for KNN.

Guys! so far, we have discussed various aspects of the K-Fold Cross Validation Technique and its importance in the Machine Learning model for production, parameter selection with a classical example. I trust this article would help you all to understand this topic better. If you ask me if we have any disadvantages of this, my answer would be Yes! That is nothing but slow in execution than straightforward training and test. In spite of this small drawback, K Fold cross-validation plays a critical role in the Machine Learning world.

A. K-fold cross-validation is a technique used in machine learning and statistical modeling to evaluate the performance of a predictive model. It involves dividing the dataset into k subsets or folds of approximately equal size. The model is then trained and evaluated k times, each time using a different fold as the validation set and the remaining folds as the training set. The performance metrics obtained from each fold are averaged to provide a more robust estimate of the model’s generalization performance. Common values for k are 5 and 10, but other values can also be used depending on the dataset size and complexity.

A. K-fold cross-validation is used to assess the performance of a machine learning model and to estimate its generalization ability. Here are the steps to utilize K-fold cross-validation:

1. Split the data: Divide your dataset into k equal-sized subsets (folds). Typically, k is chosen as 5 or 10, but you can adjust it based on your needs.

2. Train and validate: Iterate over the k folds. In each iteration, use k-1 folds for training the model and the remaining fold for validation. Train your model on the training folds and evaluate its performance on the validation fold.

3. Performance metrics: Calculate the performance metric(s) of interest (e.g., accuracy, precision, recall) for each fold. These metrics quantify how well the model generalizes to unseen data.

4. Average the results: Average the performance metrics obtained from the k folds to obtain a more robust estimate of the model’s performance. This average value represents the overall performance of the model.

5. Model selection and tuning: Based on the cross-validation results, you can compare different models or hyperparameter settings and select the one that performs the best on average across the folds.

6. Final evaluation: After selecting the model or hyperparameters, you can retrain the model using the entire dataset and evaluate its performance on a separate test set to obtain a final performance estimation.

K-fold cross-validation helps to mitigate the risk of overfitting and provides a more reliable assessment of how well the model is expected to perform on unseen data.

The choice of k (number of folds) in k-fold cross-validation depends on the dataset size and desired bias-variance trade-off. Common values are k=5, k=10, and k=20. For smaller datasets, use k=5 or k=10. For larger datasets, use k=10 or k=20. Consider computational resources, model complexity, and cross-validation goals when choosing k.

Thanks for your time. Will connect with some interesting topics shortly. Bye! – Shanthababu.

Read more articles written by Shanthababu here.

**The media shown in this article is not owned by Analytics Vidhya and are used at the Authorâ€™s discretion.**

Lorem ipsum dolor sit amet, consectetur adipiscing elit,

Become a full stack data scientist##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

##

Understanding Cost Function
Understanding Gradient Descent
Math Behind Gradient Descent
Assumptions of Linear Regression
Implement Linear Regression from Scratch
Train Linear Regression in Python
Implementing Linear Regression in R
Diagnosing Residual Plots in Linear Regression Models
Generalized Linear Models
Introduction to Logistic Regression
Odds Ratio
Implementing Logistic Regression from Scratch
Introduction to Scikit-learn in Python
Train Logistic Regression in python
Multiclass using Logistic Regression
How to use Multinomial and Ordinal Logistic Regression in R ?
Challenges with Linear Regression
Introduction to Regularisation
Implementing Regularisation
Ridge Regression
Lasso Regression

Introduction to Stacking
Implementing Stacking
Variants of Stacking
Implementing Variants of Stacking
Introduction to Blending
Bootstrap Sampling
Introduction to Random Sampling
Hyper-parameters of Random Forest
Implementing Random Forest
Out-of-Bag (OOB) Score in the Random Forest
IPL Team Win Prediction Project Using Machine Learning
Introduction to Boosting
Gradient Boosting Algorithm
Math behind GBM
Implementing GBM in python
Regularized Greedy Forests
Extreme Gradient Boosting
Implementing XGBM in python
Tuning Hyperparameters of XGBoost in Python
Implement XGBM in R/H2O
Adaptive Boosting
Implementing Adaptive Boosing
LightGBM
Implementing LightGBM in Python
Catboost
Implementing Catboost in Python

Introduction to Clustering
Applications of Clustering
Evaluation Metrics for Clustering
Understanding K-Means
Implementation of K-Means in Python
Implementation of K-Means in R
Choosing Right Value for K
Profiling Market Segments using K-Means Clustering
Hierarchical Clustering
Implementation of Hierarchial Clustering
DBSCAN
Defining Similarity between clusters
Build Better and Accurate Clusters with Gaussian Mixture Models

Introduction to Machine Learning Interpretability
Framework and Interpretable Models
model Agnostic Methods for Interpretability
Implementing Interpretable Model
Understanding SHAP
Out-of-Core ML
Introduction to Interpretable Machine Learning Models
Model Agnostic Methods for Interpretability
Game Theory & Shapley Values

Deploying Machine Learning Model using Streamlit
Deploying ML Models in Docker
Deploy Using Streamlit
Deploy on Heroku
Deploy Using Netlify
Introduction to Amazon Sagemaker
Setting up Amazon SageMaker
Using SageMaker Endpoint to Generate Inference
Deploy on Microsoft Azure Cloud
Introduction to Flask for Model
Deploying ML model using Flask

Q1 Can Stratified k-fold split be committed on the same dataset wherein we commit Train-Test Split? Q2 How do we initiate Data Scaling/Data Normalization/Data Transformation on a k-fold split? Is this step done post the split or before k-fold split? Reference codes would be useful.

Hello @Shanthababu .I think this is one of the best articles I have read so far on "K-Fold Cross Validation". All the images that you used in your blog are self-explanatory and awesomely explain the concept, and then reading the theory part is extra topping on that.Thank you, Shanthababu. Please keep up the good work and do not try to dishearten yourself.