The FOREST Procedure
CROSSVALIDATION Statement
The CROSSVALIDATION statement performs k-fold cross validation to find the average estimated validation error. You cannot specify this statement if you specify either the AUTOTUNE statement or the PARTITION statement.
You can specify the following options:
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KFOLD=number
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specifies the number of partition folds in the cross validation process, where number must be between 2 and 20, inclusive.
By default, KFOLD=5.
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NOPARALLEL
requests that k-fold cross validation not be run in parallel. By default, the process runs in parallel.
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NSUBSESSIONWORKERS=number
-
specifies the number of worker nodes to use in parallel subsessions.
By default, the value of the NSUBSESSIONWORKERS= option is determined automatically.
Last updated: December 09, 2022