Is there a way to create a custom cvpartition?

Hi,

I'd like you use crossvalidation in a model with a custom set of training/test sample vectors.

To use some of the built-in functionalities of Matlab I'd like to pass the input via the CVPartition Name/Value input parameter. Is there a way to define a custom set of train/test indices using cvpartition?

Thanks,

Christian

Answer 1

[Shraddha Jain]

Hi Christian,

As of now, the functionality to use custom indices in the cvpartition object is not available in the Statistics and Machine Learning toolbox. It might be considered in a future release.

[Christian]

Thanks!

[Giovanni Attolico]

It seems to me that the indices are stored inside the cvpartition variable but they are read-only using the functions "training" and "test". While waiting for the "future release", it is not possible to define two functions "settraining" and "settest" that write indices in the variable? That would be really useful in many situation to allow the use of the resulting variable in all the situations where the current random partition can be used ...

Thanks

[Christian]

I had the same thoughts on this. However, I stopped trying to alter the code in cvpartition after a few attempts and ended up in writing a complete custom approach for crossvalidation procedures. In addition to custom indices you're also more flexible with the used metrics and and and...