# evaluate_resampling

0th

Percentile

##### Tools for model evaluation

These functions provide tools for evaluating trending::trending_models, based on the goodness of fit or on predictive power. evaluate_aic() evaluates the goodness of fit of a single model using Akaike's information criterion, measuring the deviance of the model while penalising its complexity. evaluate_resampling() uses repeated K-fold cross-validation and the Root Mean Square Error (RMSE) of testing sets to measure the predictive power of a single model. evaluate_aic() is faster, but evaluate_resampling() is better-suited to select best predicting models. evaluate_models() uses either evaluate_aic() or evaluate_resampling() to compare a series of models.

##### Usage
evaluate_resampling(
model,
data,
metrics = list(yardstick::rmse),
v = nrow(data),
repeats = 1
)evaluate_aic(model, data)evaluate_models(models, data, method = evaluate_resampling, ...)
##### Arguments
model

A trending::trending_model object.

data

a data.frame containing data (including the response variable and all predictors) used in model

metrics

a list of functions assessing model fit, with a similar interface to yardstick::rmse(); see https://yardstick.tidymodels.org/ for more information

v

the number of equally sized data partitions to be used for K-fold cross-validation; v cross-validations will be performed, each using v - 1 partition as training set, and the remaining partition as testing set. Defaults to 1, so that the method uses leave-one-out cross validation, akin to Jackknife except that the testing set (and not the training set) is used to compute the fit statistics.

repeats

the number of times the random K-fold cross validation should be repeated for; defaults to 1; larger values are likely to yield more reliable / stable results, at the expense of computational time

models

a list of models specified as an trending::trending_model() objects.

method

a function used to evaluate models: either evaluate_resampling() (default, better for selecting models with good predictive power) or evaluate_aic() (faster, focuses on goodness-of-fit rather than predictive power)

...

further arguments passed to the underlying method (e.g. metrics, v, repeats).

##### Details

These functions wrap around existing functions from several packages. stats::AIC() is used in evaluate_aic(), and evaluate_resampling() uses rsample::vfold_cv() for cross-validation and yardstick::rmse() to calculate RMSE.

stats::AIC() for computing AIC; rsample::vfold_cv() for cross validation; yardstick::rmse() for calculating RMSE; yardstick also implements a range of other metrics for assessing model fit outlined at https://yardstick.tidymodels.org/; trending::trending_model() for the different ways to build the model objects.

##### Aliases
• evaluate_resampling
• evaluate_aic
• evaluate_models
##### Examples
# NOT RUN {
x <- rnorm(100, mean = 0)
y <- rpois(n = 100, lambda = exp(x + 1))
dat <- data.frame(x = x, y = y)

model <- trending::glm_model(y ~ x, poisson)
evaluate_resampling(model, dat)
evaluate_aic(model, dat)

models <- list(
poisson_model = trending::glm_model(y ~ x, poisson),
linear_model = trending::lm_model(y ~ x)
)
evaluate_models(models, dat)

# }

Documentation reproduced from package trendeval, version 0.0.1, License: MIT + file LICENSE

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