cv.glmnet 中的训练/测试集比例来自 glmnet package in R

Question

I was just wondering what is the percentage of train and test set in cv.glmnet from glmnet package in R. I have already read the glmnet package documentation and no information was included regarding the train/test set proportion. Please tell me if I missed something from the package documentation. Any help would be greatly appreciated. Thank you.

Answer 1

from the help page for ?cv.glmnet there are two parts to look at:

Argument nfolds

number of folds - default is 10. Although nfolds can be as large as the sample size (leave-one-out CV), it is not recommended for large datasets. Smallest value allowable is nfolds=3

And from the Values section for foldid

if keep=TRUE, the fold assignments used

ie. set keep=TRUE in the function argument to access the folds afterwards

The function will put each row in to 10 roughly equally sized groups/folds. Then it will run 10 iterations of the model, leaving one of these out each time for testing. So its 90% train and 10% test but repeated 10 times.

You can supply your own folds with the foldid argument if you prefer. Hope that helps:)