Cross-Validation From Scratch and a Surprise at n=100
Summary
This blog post implements K-Fold cross-validation from scratch in R, using a simulated dataset to compare model formulas and RMSE across folds. It then explores LOOCV versus 5- and 10-fold CV, demonstrates the bias-variance tradeoffs, and extends the analysis with larger sample sizes and a test-set verification, concluding with practical insights and tips.