docs/_docs/machine-learning/model-selection/cross-validation.adoc

= Cross-Validation

Cross validation functionality in Apache Ignite is represented by the `CrossValidation` class. This is a calculator parameterized by the type of model, type of label and key-value types of data. After instantiation (constructor doesn’t accept any additional parameters) we can use a score method to perform cross validation.

Let’s imagine that we have a trainer, a training set and we want to make cross validation using accuracy as a metric and using 4 folds. Apache Ignite allows us to do this as shown in the following example:


== Cross-Validation (without Pipeline API usage)

[source, java]
----
// Create classification trainer
DecisionTreeClassificationTrainer trainer = new DecisionTreeClassificationTrainer(4, 0);

// Create cross-validation instance
CrossValidation<DecisionTreeNode, Integer, Vector> scoreCalculator
  = new CrossValidation<>();

// Set up the cross-validation process
scoreCalculator
    .withIgnite(ignite)
    .withUpstreamCache(trainingSet)
    .withTrainer(trainer)
    .withMetric(MetricName.ACCURACY)
    .withPreprocessor(vectorizer)
    .withAmountOfFolds(4)
    .isRunningOnPipeline(false)

// Calculate accuracy for each fold
double[] accuracyScores = scoreCalculator.scoreByFolds();
----

In this example we specify trainer and metric as parameters, after that we pass common training arguments such as a link to the Ignite instance, cache, vectorizers, and finally specify the number of folds. This method returns an array containing chosen metrics for all possible splits of the training set.

== Cross-Validation (with Pipeline API usage)

Define the pipeline and pass it as a parameter to Cross-Validation instance to run cross-validation on Pipeline.

CAUTION: The Pipeline API is experimental and could be changed in the next releases.


[source, java]
----
// Create classification trainer
DecisionTreeClassificationTrainer trainer = new DecisionTreeClassificationTrainer(4, 0);

Pipeline<Integer, Vector, Integer, Double> pipeline
  = new Pipeline<Integer, Vector, Integer, Double>()
    .addVectorizer(vectorizer)
    .addPreprocessingTrainer(new ImputerTrainer<Integer, Vector>())
    .addPreprocessingTrainer(new MinMaxScalerTrainer<Integer, Vector>())
    .addTrainer(trainer);


// Create cross-validation instance
CrossValidation<DecisionTreeNode, Integer, Vector> scoreCalculator
  = new CrossValidation<>();

// Set up the cross-validation process
scoreCalculator
    .withIgnite(ignite)
    .withUpstreamCache(trainingSet)
    .withPipeline(pipeline)
    .withMetric(MetricName.ACCURACY)
    .withPreprocessor(vectorizer)
    .withAmountOfFolds(4)
    .isRunningOnPipeline(false)

// Calculate accuracy for each fold
double[] accuracyScores = scoreCalculator.scoreByFolds();
----


== Example

To see how the Cross Validation can be used in practice, try https://github.com/apache/ignite/blob/master/examples/src/main/java/org/apache/ignite/examples/ml/selection/cv/CrossValidationExample.java[this example] and see step https://github.com/apache/ignite/blob/master/examples/src/main/java/org/apache/ignite/examples/ml/tutorial/Step_8_CV_with_Param_Grid_and_pipeline.java[8 of ML Tutorial] that are available on GitHub and delivered with every Apache Ignite distribution.