The Summary Across the Folds report contains a summary of the measures of fit across the folds, as well as across the trials if Repeated K Fold is specified. If the K Fold Crossvaldiation option is specified, the measures of fit are summarized across the validation sets. If the Nested K Fold Crossvalidation option is specified, the measures of fit are summarized across the test sets. The report contains a table with the following columns:
Method
The name of the method used to fit the model.
N Trials Folds
The total number of models that were fit across all folds and trials, if applicable.
Sum Freq
The average number of observations in the validation or test sets. The test sets are used to estimate model performance.
RSquare
The mean RSquare across all validation or test set folds. This column contains the Entropy RSquare when the response is categorical.
Mean RASE
The mean RASE (Root Average Square Error) across all validation or test set folds.
StdDev RASE
The standard deviation of the RASE across all validation or test sets.
Mean AUC
(Available only for categorical responses.) The mean area under the ROC curve (AUC) across all validation or test sets.
Mean MR
(Available only for categorical responses.) The mean misclassification rate (MR) across all validation or test sets.
The following options are available below the table:
Select Dominant
Selects each model that is better than or equal to all of the other models in terms of a combination of model fitting criteria. This is also referred to as selecting the Pareto Frontier. For continuous responses, RSquare and Sum Freq are considered when determining the dominant model. For categorical responses, Entropy RSquare, Misclassification Rate, AUC, and Sum Freq are considered when determining the dominant model.
Run Selected
Runs the individual model for each selected row. When you click Run Selected, you are prompted to select a validation column for each selected row. This specifies the validation sets that are used to fit the models.
Save Script Selected
Saves a model script to the script window for each selected row. When you click Save Script Selected, you are prompted to select a validation column for each selected row. This specifies the validation sets that are saved in the scripts.