Distribution-balanced stratified cross-validation

版本 1.1.0 (1.9 KB) 作者: Jan Motl
An improvement to stratified cross-validation for small imbalanced data sets.
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更新时间 2019/10/12

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Distribution optimally balanced stratified cross-validation (DOB-SCV) partitions a data set into n folds in such a way that a balanced distribution in feature space is maintained for each class, in addition to stratification based on the label.

The real-world effect of using DOB-SCV, instead of stratified cross-validation, is slightly higher testing accuracy. The biggest improvements can be expected on small, class imbalanced data sets.

The implementation can be used as a drop-in replacement for CVPARTITION.

Reference: Study on the Impact of Partition-Induced Dataset Shift on k-Fold Cross-Validation available from https://ieeexplore.ieee.org/document/6226477

引用格式

Jan Motl (2024). Distribution-balanced stratified cross-validation (https://www.mathworks.com/matlabcentral/fileexchange/72963-distribution-balanced-stratified-cross-validation), MATLAB Central File Exchange. 检索来源 .

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