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Cross-validation error with tune and with rpart
2 messages · Israel Saeta Pérez, Brian Ripley
On 31/12/2011 12:34, Israel Saeta P?rez wrote:
Hello list,
I'm trying to generate classifiers for a certain task using several
methods, one of them being decision trees. The doubts come when I want to
estimate the cross-validation error of the generated tree:
tree<- rpart(y~., data=data.frame(xsel, y), cp=0.00001)
ptree<- prune(tree,
cp=tree$cptable[which.min(tree$cptable[,"xerror"]),"CP"])
ptree$cptable
CP nsplit rel error xerror xstd
1 0.33120000 0 1.0000 1.0000 0.02856022
2 0.08640000 1 0.6688 0.6704 0.02683544
3 0.02986667 2 0.5824 0.5856 0.02584564
4 0.02880000 5 0.4928 0.5760 0.02571738
5 0.01920000 6 0.4640 0.5168 0.02484761
6 0.01440000 8 0.4256 0.5056 0.02466708
7 0.00960000 12 0.3552 0.5024 0.02461452
8 0.00880000 15 0.3264 0.4944 0.02448120
9 0.00800000 17 0.3088 0.4768 0.02417800
10 0.00480000 25 0.2448 0.4672 0.02400673
If I got it right, "xerror" stands for the cross-validation error (using
10-fold by default), this is pretty high (0.4672 over 1).
You didn't get it right. Please read the documentation, or contemplate why the first line is exactly one. In any case, that table is not about error rates for the final tree: it is part of the model selection step (to cross-validate the final tree you would need to include the choice of pruning inside the cross-validation) Did you look up the rpart technical report or one of the books explaining its output? Google 'rpart technical report' if you need to find it. [...]
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595