C语言CV10版怎么生成结果,r - 如何使用自行生成的数据计算R中的10倍交叉验证和遗漏的CV误差？ - 堆栈内存溢出...

统计学习要素中有图7.14：

我一直在尝试做，到目前为止，我只能使用代码生成左上图“ Prediction Error”，该代码将生成图7.3所示的100个模拟(见图)。

图7.14仅需要图7.3中的线性回归图(右上方)。 代码如下所示(注意：case = 2用于kNN图，这是不必要的)：

# generate dataset

genX

X = matrix(runif(n*p, 0, 1), ncol = p, nrow = n)

return(X)

}

# generate response

genY

n = nrow(X)

Y = numeric(n)

if (case == 1){ # for the left panel of fig. 7.3

Y = sapply(X[, 1], function(x) ifelse(x <= 0.5, 0, 1))

}

else {

Y = apply(X[, 1:10], 1, function(x) ifelse(sum(x) > 5, 1, 0))

}

return(Y)

}

## global parameters setting

ntest = 1000

percent = 0.75

B = 100 # the number of repetition

## case 2

seed = 1234

set.seed(seed)

X = genX()

Y = genY(X, case = 2)

X.test = genX(n = ntest)

Y.test = genY(X.test, case = 2)

## use leaps package to do best subset selection

library(leaps)

## predict test dataset by using the best subset model with size p

predict.regsub

which = summary(model)$which

coef.raw = coef(model, p)

# construct coef vector

if (length(coef.raw) == p+1)

{

coef.vec = numeric(1+ncol(X.test)) # include intercept

coef.vec[1] = coef.raw[1]

flag = 1

}

else

{

coef.vec = numeric(ncol(X.test))

flag = 0

}

j = flag + 1 # point to raw coef

for (i in c(1:ncol(X.test)) + flag){

if (which[p, i]){

coef.vec[i] = coef.raw[j]

j = j + 1

}

}

# for simplicity, consider intercept; and in fact, every regsubset models have intercept

pred = apply(cbind(1, X.test), 1, function(x) sum(x*coef.vec))

return(pred)

}

n = nrow(X)

## store all prediction

reg.pred.full = vector("list", 20)

for (i in 1:20){

reg.pred.full[[i]] = matrix(nrow = nrow(X.test),

ncol = B)

}

for (i in 1:B){

train.id = sample(n, n*percent)

X.train = X[train.id, ]

Y.train = Y[train.id]

reg.sub = regsubsets(X.train, Y.train, nvmax = 20)

for (j in 1:20){

reg.pred.full[[j]][, i] = predict.regsub(reg.sub, j, X.test)

}

}

## calculate bias2, variance, epe

reg.bias2.full = numeric(20)

reg.variance.full = numeric(20)

reg.epe.full = numeric(20)

cl.epe.full = numeric(20)

#apply

#sapply

for (i in 1:20){

bias2 = sapply(1:ntest, function(j) (mean(reg.pred.full[[i]][j, ]) - Y.test[j])^2)

variance = apply(reg.pred.full[[i]], 1, function(x) var(x))

# for regression

epe = sapply(1:ntest, function(j) mean((reg.pred.full[[i]][j, ] - Y.test[j])^2))

reg.variance.full[i] = mean(variance)

reg.bias2.full[i] = mean(bias2)

reg.epe.full[i] = mean(epe)

}

在这里，我开始对图7.14的左上平面进行编码。

#Prediction Error

error = matrix(0,nrow=20,ncol=100);

for (i in 1:20){

error[i,] = sapply(1:100, function(j) mean((reg.pred.full[[i]][,j] - Y.test)^2))

}

最后，这就是我遇到的问题。 我正在尝试使用10倍CV的右上方面板，但是在使用部分可用数据来拟合模型后，我不知道下一步该怎么做。 底部图也一样。

#10-fold-cross-validation

n_folds

folds_i

cv_err = matrix(0,nrow=n_folds,ncol=20);

for (k in 1:n_folds){

test_i

#what's next??

}

#Leave-one-out CV

我知道我必须填充cv_err才能绘制出如下图所示的Prediction error图，

#plots

plot(1:20,error[,1],"l",ylim=c(0,.4),xlab = "Subset size p", ylab = "Error", main = "Prediction Error");

colvec

for(i in 2:100)

{

lines(1:20,error[,i],"l",col=colvec[i]);

}

但是我不知道要如何在我的预测模型中使用10折。 此外，从10折起，如何进行留一法和右下角的面板。 有谁可以帮助我吗？