Assessing performance with cross-validation
- for each part in turn:
use the remaining \(K − 1\) parts as training data to define the interpolation
use that part as testing data to predict
compute the RMSE by comparing the testing and predicted data in each of the \(K\) parts
\(RMSE = \sqrt{\frac{\sum_{i = 1}^{n_{test}}(y_{i, test} - \hat{y}_{i, test})^2}{n_{test}}}\)
- average the RMSE values obtained in each of the \(K\) parts