inst/examples/cv_simple_example.R

In origami: Generalized Framework for Cross-Validation

###############################################################################
# This example explains how to use the cross_validate function naively.
###############################################################################
data(mtcars)

# resubstitution MSE
r <- lm(mpg ~ ., data = mtcars)
mean(resid(r)^2)

# function to calculate cross-validated squared error
cv_lm <- function(fold, data, reg_form) {
  # get name and index of outcome variable from regression formula
  out_var <- as.character(unlist(stringr::str_split(reg_form, " "))[1])
  out_var_ind <- as.numeric(which(colnames(data) == out_var))

  # split up data into training and validation sets
  train_data <- training(data)
  valid_data <- validation(data)

  # fit linear model on training set and predict on validation set
  mod <- lm(as.formula(reg_form), data = train_data)
  preds <- predict(mod, newdata = valid_data)

  # capture results to be returned as output
  out <- list(
    coef = data.frame(t(coef(mod))),
    SE = ((preds - valid_data[, out_var_ind])^2)
  )
  return(out)
}

# replicate the resubstitution estimate
resub <- make_folds(mtcars, fold_fun = folds_resubstitution)[[1]]
resub_results <- cv_lm(fold = resub, data = mtcars, reg_form = "mpg ~ .")
mean(resub_results$SE)

# cross-validated estimate
folds <- make_folds(mtcars)
cv_results <- cross_validate(
  cv_fun = cv_lm, folds = folds, data = mtcars,
  reg_form = "mpg ~ ."
)
mean(cv_results$SE)