One of the benefits I personally enjoy as a new TA is getting a refresher on the materials I first learned a few years back. Especially when I see students with difficulties/confusions over materials that I have been taking for granted, it gives me a chance to have a second look over the materials with a hope of a giving a better explaination. One such concept was the difference between categorical and quantitative variables during Statistics I tutorial sessions.
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I wrote an R script to illustrate the leave-one-out cross-validation – LOOCV, and other prediction error estimation methods for bivariate data classifications for an inclass presentation during my masters program. I have also organized the demonstration into repeatable functions, which are available on my Github page. Below is an animated demonstration of the LOOCV method for LDA and KNN models for a simulated data set using the functions.
Continue reading “Leave-one-out Cross-validation”