Nonlinear regression + Cross Validation = possible?

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wesleynotwise 2017-6-16

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编辑： wesleynotwise 2017-6-22

采纳的回答： Star Strider

Hello. World. I want to know is it possible to perform cross validation on nonlinear regression model?

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Star Strider 2017-6-16

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Cross-validation is used to assess the performance of classifiers.

Nonlinear regression does curve fitting (objective function parameter estimation).

These are two entirely different statistical techniques. What are you doing? How would you use cross-validation with your nonlinear regression?

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Star Strider 2017-6-21

I’m here occasionally these days.

I looked at the subplot problem when you posted it. I would not use subplot in that situation, instead just plotting all the data on one set of axes and using a legend call.

wesleynotwise 2017-6-21

编辑：wesleynotwise 2017-6-21

Ah. I still need subplot in my case, due to the overlapping of data points, and it is easy for me to do the analysis. I think I have an idea now how to crack it. Thanks.

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Greg Heath 2017-6-22

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编辑：Greg Heath 2017-6-22

在 MATLAB Online 中打开

I am surprised to hear that SS thinks that cross validation is not used for regression.

Maybe it is just a misunderstanding of terminology but I have used crossvalidation in regression many times.

Typically it is used when there are mounds of data:

 1. Randomly divide the data into k subsets. 
2. Then design a neural network model with two subsets: one for training 
   and one for validation. 
3. Test the net on the remaining k-2 subsets.
4. If performance of one net is poor, the same data can be used several 
   (say 10) times with different random initial weights. Then, choose the 
   best of the 10.
5. Finally you can choose the best of the k nets or combine m (<=k) nets

Hope this helps.

Thank you for formally accepting my answer

Greg

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Greg Heath 2017-6-22

编辑：Greg Heath 2017-6-22

It doesn't matter what your model is you can still use

1. k-fold cross-validation where there are k distinct subsets

2. k-fold bootstrapping where there are k nondistinct random subsets.

A driving factor is the ratio of fitting equations to the number of parameters that have to be estimated.

Hope this helps.

Greg

wesleynotwise 2017-6-22

编辑：wesleynotwise 2017-6-22

Yes. Star Strider did point out that I was actually looking for bootstrap sampling techniques. My tiny wee brain cannot cope with that at the moment, that's why I used the alternative - data splitting.

Thanks :)

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