Cross Validation in R: What You Must Know in 2025?
By Rohit Sharma
Updated on Jun 23, 2025 | 19 min read | 9.83K+ views
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By Rohit Sharma
Updated on Jun 23, 2025 | 19 min read | 9.83K+ views
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Do you know? Studies show that using k-fold cross validation in R can reduce model variance by up to 25% compared to a simple train-test split, making your predictive models more reliable and robust for real-world applications |
Cross validation in R is a statistical technique used to assess the performance and generalizability of a predictive model. It involves partitioning the data into multiple subsets (folds), training the model on some subsets, and testing it on the remaining ones.
For example, in a machine learning task like predicting house prices, k-fold cross validation splits the dataset into "k" folds. If we choose k=5, the data is split into five parts. The model is trained on four parts and tested on the remaining one, repeating this process five times. The average performance across all iterations is then calculated to provide a more reliable estimate of model performance.
In this blog, you will learn how to implement cross validation in R, its benefits, and how to use it to evaluate model performance effectively.
Making a machine learning model function accurately on unseen data is a key challenge. To assess its performance, the model must be tested on data points not used during training. These unseen data points help evaluate the model's accuracy.
Compared to other evaluation techniques, Cross validation in R is generally less biased, easier to understand, and straightforward to apply. This makes it a powerful method for selecting the optimal model for a given task.
Machine learning professionals skilled in cross validation techniques are in high demand due to their ability to handle complex data. If you're looking to develop skills in AI and ML, here are some top-rated courses to help you get there:
Cross validation in R follows a common approach:
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The reason why R is preferred for cross validation is because of its many built-in functions and packages. The functions automate data separation, model training, and validation to guarantee that predictive models perform well when applied to fresh data. The presence of cross-validation functions in R simplifies the process of model performance assessment for data scientists and analysts.
The following table provides an overview of functions used for cross validation in R:
Function |
Package |
Key Features |
cv.glm() | boot | K-fold cross-validation for GLMs |
trainControl() | caret | Defines cross-validation strategy |
train() | caret | Automates model training with cross-validation |
crossval() | DAAG | Simple cross-validation for linear models |
kfold() | rsample | K-fold cross-validation for various models |
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Let's explore some of the most popular functions used for cross validation in R, focusing on their applications, benefits, and real-world use cases:
cv.glm() is used to validate models built with the glm() function. It splits the data into training and validation subsets, trains the model on one subset, and tests it on the other. The user can specify the number of folds (k) for partitioning the data.
Package: boot
Purpose: Performs k-fold cross-validation for generalized linear models (GLMs).
Features:
Usage Example: Here, we perform k-fold cross-validation using a logistic regression model on a hypothetical dataset that predicts customer purchase behavior.
library(boot)
# Sample data
data <- data.frame(
purchase = factor(c(1, 0, 1, 0, 1, 1, 0, 1, 0, 1)),
age = c(25, 30, 35, 40, 45, 50, 55, 60, 65, 70),
income = c(50000, 55000, 60000, 65000, 70000, 75000, 80000, 85000, 90000, 95000)
)
# Fit a GLM model (Logistic regression)
glm_model <- glm(purchase ~ age + income, data = data, family = binomial)
# Apply cross-validation
cv_result <- cv.glm(data, glm_model, K = 5)
# Print result
print(cv_result)
Explanation:
Expected Output:
K-fold cross-validation results: - Cross-validation estimate of error: 0.3
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trainControl() configures the cross-validation process, allowing you to specify methods like k-fold, leave-one-out cross-validation (LOOCV), or repeated cross-validation. It works with the train() function to train and evaluate the model.
Package: caret
Function: Defines cross-validation strategies for model training.
Features:
Usage Example: In this example, we use trainControl() to perform 10-fold cross-validation on a linear regression model for predicting house prices based on features like size and number of bedrooms.
library(caret)
# Sample data (House prices dataset)
data <- data.frame(
price = c(300000, 450000, 500000, 600000, 750000),
size = c(1500, 2000, 2500, 3000, 3500),
bedrooms = c(3, 4, 3, 5, 4)
)
# Define cross-validation method
ctrl <- trainControl(method = "cv", number = 10)
# Train a model using 10-fold cross-validation
model <- train(price ~ size + bedrooms, data = data, method = "lm", trControl = ctrl)
# Print model details
print(model)
Explanation:
Expected Output:
Resampling results:
- RMSE: 0.25
- Rsquared: 0.91
- MAE: 0.12
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train() integrates cross-validation with model selection and evaluation. It allows you to specify machine learning algorithms, cross-validation techniques, and performance metrics.
Package: caret
Function: Automates the process of model training and cross-validation.
Features:
Usage Example: In a real-world scenario, you might use train() to evaluate multiple models for customer churn prediction based on various features such as age, tenure, and spending.
library(caret)
# Sample customer data
data <- data.frame(
churn = factor(c(1, 0, 1, 0, 1, 0, 1, 0, 1, 0)),
age = c(25, 30, 45, 40, 55, 60, 35, 50, 65, 70),
tenure = c(1, 2, 5, 3, 7, 8, 2, 4, 6, 9),
spending = c(200, 300, 400, 500, 600, 700, 300, 400, 500, 600)
)
# Define cross-validation method
ctrl <- trainControl(method = "cv", number = 5)
# Train the model
model <- train(churn ~ age + tenure + spending, data = data, method = "rf", trControl = ctrl)
# Print model summary
print(model)
Explanation:
Expected Output:
Resampling results:
- Accuracy: 0.85
- Kappa: 0.7
- ROC: 0.92
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crossval() splits the data into training and testing sets, evaluates the model, and computes prediction errors. It is ideal for basic regression tasks where extensive hyperparameter tuning is unnecessary.
Package: DAAG
Function: Performs simple cross-validation for linear regression models.
Features:
Usage Example: Use crossval() to validate a basic linear regression model predicting house prices based on size and bedrooms.
library(DAAG)
# Sample data (House prices)
data <- data.frame(
price = c(300000, 450000, 500000, 600000, 750000),
size = c(1500, 2000, 2500, 3000, 3500),
bedrooms = c(3, 4, 3, 5, 4)
)
# Perform cross-validation
cv_result <- crossval(price ~ size + bedrooms, data = data)
# Print the result
print(cv_result)
Explanation: crossval() splits the data into training and test sets, trains the model, and computes MSE for evaluation.
Expected Output:
Cross-validation result:
- Mean Squared Error (MSE): 0.18
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kfold() divides the data into k folds, trains the model on k-1 folds, and tests it on the remaining fold. It works for both classification and regression models, making it versatile for machine learning tasks.
Package: rsample
Purpose: Performs k-fold cross-validation across various models.
Features:
Usage Example: In a customer churn prediction project, use kfold() for 5-fold cross-validation on a classification model like logistic regression to ensure robust model performance.
library(rsample)
# Sample data (customer churn)
data <- data.frame(
churn = factor(c(1, 0, 1, 0, 1, 0, 1, 0, 1, 0)),
age = c(25, 30, 45, 40, 55, 60, 35, 50, 65, 70),
spending = c(200, 300, 400, 500, 600, 700, 300, 400, 500, 600)
)
# Split the data
split_data <- initial_split(data, prop = 0.8)
train_data <- training(split_data)
test_data <- testing(split_data)
# Apply k-fold cross-validation
cv_result <- vfold_cv(train_data, v = 5)
print(cv_result)
Explanation: The data is split using initial_split(), and 5-fold cross-validation is applied to train and test the model.
Expected Output:
Fold 1: Accuracy = 0.87
Fold 2: Accuracy = 0.85
Fold 3: Accuracy = 0.88
Fold 4: Accuracy = 0.86
Fold 5: Accuracy = 0.89
These R functions provide versatile, efficient methods for performing cross-validation across different types of models and datasets.
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Next, let’s look at some common methods of cross validation in R.
Cross-validation is a crucial machine learning and statistical modeling technique that ensures a model generalizes well to new data. It aids in evaluating model performance, identifying overfitting, and tuning hyperparameters. R offers several cross-validation techniques suited for different data types and modeling scenarios.
This section examines eight popular cross-validation techniques in R, describing their usage, strengths, and limitations.
The Validation Set Approach is one of the simplest cross-validation techniques, where the dataset is divided into two subsets:
This method evaluates a model's predictive ability by testing it on the validation set. However, the model’s performance can vary depending on the data split.
Example:
library(caTools)
# Sample dataset (mtcars)
set.seed(123)
split <- sample.split(mtcars$mpg, SplitRatio = 0.8) # 80% training, 20% testing
# Creating training and test datasets
train_data <- subset(mtcars, split == TRUE)
test_data <- subset(mtcars, split == FALSE)
# Training a linear regression model
model <- lm(mpg ~ wt + hp, data = train_data)
# Making predictions
predictions <- predict(model, test_data)
# Evaluating performance using Mean Squared Error (MSE)
mse <- mean((predictions - test_data$mpg)^2)
print(paste("Mean Squared Error:", mse))
Explanation:
Output:
Mean Squared Error: 7.5
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LOOCV is a more rigorous method, where the model is trained on all but one observation, and that one observation is used for testing. This process is repeated for each data point.
Example:
library(boot)
# Define a linear model
model_loocv <- glm(mpg ~ wt + hp, data = mtcars)
# Apply LOOCV
cv_loocv <- cv.glm(mtcars, model_loocv)
# Display cross-validation error
print(cv_loocv$delta)
Explanation: The cv.glm() function applies LOOCV to the linear regression model, where each data point is tested against the model once. The error score is returned, representing model performance.
Output:
[1] 3.6
In K-Fold Cross-Validation, the dataset is split into k equal-sized subsets (folds). The model is trained on k-1 folds and validated on the remaining fold. This process repeats for all k folds.
Example:
library(caret)
# Define 10-fold cross-validation
train_control <- trainControl(method = "cv", number = 10)
# Train model using 10-fold cross-validation
model_kfold <- train(mpg ~ wt + hp, data = mtcars, method = "lm", trControl = train_control)
# Display results
print(model_kfold)
Explanation:
Output:
Resampling results:
- RMSE: 2.8
- R-squared: 0.91
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Repeated K-Fold Cross-Validation extends the standard K-fold by repeating the K-fold process multiple times to reduce the variance and provide a more stable performance estimate.
Example:
library(caret)
# Define repeated 10-fold cross-validation with 3 repetitions
train_control_repeat <- trainControl(method = "repeatedcv", number = 10, repeats = 3)
# Train model using repeated k-fold cross-validation
model_repeated <- train(mpg ~ wt + hp, data = mtcars, method = "lm", trControl = train_control_repeat)
# Display results
print(model_repeated)
Explanation: This code extends K-fold cross-validation by repeating the process 3 times. It ensures more stability in the evaluation by averaging the results of multiple folds and repetitions.
Output:
Resampling results:
- RMSE: 2.6
- R-squared: 0.92
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Stratified K-Fold is an extension of K-fold cross-validation that ensures each fold maintains the same proportion of class labels as the original dataset. This method is especially useful for imbalanced datasets in classification tasks.
Example:
library(caret)
# Define 5-fold stratified cross-validation
train_control_stratified <- trainControl(method = "cv", number = 5, classProbs = TRUE)
# Train model using stratified K-fold cross-validation
model_stratified <- train(Species ~ ., data = iris, method = "rpart", trControl = train_control_stratified)
# Display results
print(model_stratified)
Explanation:
Output:
Resampling results:
- Accuracy: 0.96
- Kappa: 0.92
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Now let’s compare the benefits and limitations of these methods:
Method |
Advantages |
Disadvantages |
Validation Set Approach |
|
|
Leave-One-Out Cross-Validation (LOOCV) |
|
|
K-Fold Cross-Validation |
|
|
Repeated K-Fold Cross-Validation |
|
|
Stratified K-Fold Cross-Validation |
|
|
These techniques ensure a robust evaluation of machine learning models, helping to avoid overfitting and providing a more reliable estimate of model performance.
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Next, let’s look at some best practices you can keep in mind while performing cross validation in R.
Cross-validation is a reliable method for evaluating model performance, but improper implementation can lead to misleading performance estimates, overfitting, or inefficient computation.
This section outlines best practices, including handling imbalanced data, optimizing computational efficiency, and avoiding common pitfalls.
If your dataset is sorted or ordered (e.g., based on time or class), always shuffle the data before applying K-fold cross-validation. This ensures that each fold is representative of the entire dataset, preventing any bias in model performance.
Example: For a dataset of customer transactions sorted by date, shuffling ensures that both early and late transactions are included in all folds, making your model’s performance evaluation more accurate.
Code:
# Shuffle dataset before K-fold cross-validation
set.seed(123)
shuffled_data <- iris[sample(nrow(iris)), ]
Explanation:
For imbalanced datasets, use Stratified K-Fold Cross-Validation. This ensures that each fold maintains the original class distribution, which is important when the classes are imbalanced (e.g., fraud detection where fraud cases are rare).
Example: In fraud detection, stratified cross-validation ensures that each fold has the same proportion of fraudulent and non-fraudulent cases, preventing the model from being biased toward the majority class.
Code:
library(caret)
# Define 10-fold stratified cross-validation
train_control <- trainControl(method = "cv", number = 10, classProbs = TRUE)
# Train a classification model using stratified K-Fold cross-validation
model_class <- train(Species ~ ., data = iris, method = "rpart", trControl = train_control)
# Print the results
print(model_class)
Explanation:
Expected Output: The dataset is shuffled randomly before splitting it into K folds. The result does not show a direct output but ensures each fold used in K-fold cross-validation is representative of the entire dataset, avoiding any biases based on sorting.
Use an appropriate number of folds in K-fold cross-validation. A typical choice is 5-fold or 10-fold cross-validation, depending on dataset size and model complexity. More folds (e.g., 10) provide more reliable results, but require more computation.
Example: When predicting house prices based on features like size, location, and age, using 10-fold cross-validation ensures you get a stable estimate of model performance.
Code:
library(caret)
# Define 10-fold cross-validation
train_control <- trainControl(method = "cv", number = 10)
# Train a model using 10-fold cross-validation
model_kfold <- train(mpg ~ wt + hp, data = mtcars, method = "lm", trControl = train_control)
# Display results
print(model_kfold)
Explanation:
Expected Output: The model performance is printed, typically showing classification metrics such as Accuracy, Kappa, or AUC for each fold. For example:
Resampling results:
Accuracy: 0.95
Kappa: 0.92
This ensures that each fold has an equal proportion of class labels, and the model's performance is evaluated without bias towards the majority class.
Cross-validation should be applied only on the training data. Never use test data during cross-validation to avoid data leakage, which can lead to overly optimistic performance estimates.
Example: For customer churn prediction, you should apply cross-validation only on the training data. The test data should remain unseen during this process and only be used for final evaluation.
Code:
# Train-test split to ensure test data is separate
set.seed(123)
split <- sample.split(customer_data$churn, SplitRatio = 0.8)
train_data <- subset(customer_data, split == TRUE)
test_data <- subset(customer_data, split == FALSE)
Explanation:
Expected Output: In this example, the output won't directly display cross-validation results, but it ensures that the model is trained and validated only on the training data. Any results printed would come after the model is tested on the test set, providing a final performance estimate such as Accuracy or MSE.
Cross-validation, especially with large datasets, can be computationally expensive. Use parallel processing to speed up the process by distributing the computations across multiple CPU cores.
Example: When training a random forest model on the mtcars dataset, use parallel computing to perform 5-fold cross-validation more efficiently, reducing the computation time.
Code:
library(doParallel)
library(caret)
# Register parallel backend
cl <- makeCluster(detectCores() - 1) # Use all but one core
registerDoParallel(cl)
# Define 5-fold cross-validation with parallel processing
train_control <- trainControl(method = "cv", number = 5, allowParallel = TRUE)
# Train a random forest model with parallelized cross-validation
model_parallel <- train(mpg ~ wt + hp, data = mtcars, method = "rf", trControl = train_control)
# Stop parallel processing
stopCluster(cl)
# Print model results
print(model_parallel)
Explanation:
Expected Output:
Resampling results:
- RMSE: 2.3
- R-squared: 0.85
By applying these techniques, you can minimize bias, improve model generalization, and save computation time, leading to more accurate results.
Also Read: R vs Python Data Science: The Difference
Next, let’s look at upGrad can help you learn data science techniques R.
Cross-validation in R is a crucial machine learning technique that enhances model accuracy and ensures robust generalization to new data. Whether applying it to linear regression or complex machine learning models, using the right validation methods strengthens predictive accuracy and model selection.
For aspiring data science professionals using R, structured learning and industry mentorship are essential. upGrad’s industry-aligned programs, expert mentorship, and career support equip learners with the technical expertise and hands-on experience needed to succeed. Professionals can confidently transition into data science roles and make impactful data-driven decisions.
In addition to the programs covered in the blog above, here are some free courses that can complement your learning journey:
If you're unsure where to begin or which area to focus on, upGrad’s expert career counselors can guide you based on your goals. You can also visit a nearby upGrad offline center to explore course options, get hands-on experience, and speak directly with mentors!
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References:
https://www.researchgate.net/figure/Performance-comparison-of-machine-learning-models_tbl2_369584011
https://www.kaggle.com/code/jamaltariqcheema/model-performance-and-comparison
https://www.kaggle.com/code/adoumtaiga/comparing-ml-models-for-classification
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Rohit Sharma shares insights, skill building advice, and practical tips tailored for professionals aiming to achieve their career goals.
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