Why cross validation score is negative?

Answered by Phillip Nicastro

One possible reason for obtaining a negative cross-validation score is the ordering of the target variable in the dataset. When the data is ordered in the dataframe, such as from smallest to largest, it can lead to a bad fit of the model. This happens because the model is trained and validated on a specific range of values, which may not represent the overall distribution of the data.

To understand this better, let’s delve into the process of cross-validation. Cross-validation is a technique used to evaluate the performance of a machine learning model. It involves splitting the dataset into multiple subsets or folds. The model is trained on a subset of the data and then evaluated on the remaining data. This process is repeated for each fold, and the performance metrics are averaged to obtain the final cross-validation score.

Now, if the target variable is ordered, the model might encounter a situation where it is trained on a subset of the data that represents a specific range of values, but is then evaluated on a different range of values. This mismatch between the training and evaluation data can lead to a poor fit and ultimately result in a negative score.

To overcome this issue, it is crucial to shuffle the data before performing cross-validation. Shuffling ensures that the model is built on a random sample of the data, rather than being biased towards a specific range or ordering of the target variable. By shuffling the data, you create a more representative sample and reduce the possibility of encountering a negative cross-validation score.

Here is a step-by-step explanation of how shuffling the data can help:

1. Initially, when the data is ordered, the model may be trained on a subset of data that represents a specific range of values. For example, if the target variable represents time, the model might be trained on earlier time periods and evaluated on later time periods.

2. As a result, the model may not be able to generalize well to the overall distribution of the data. It may become biased towards the specific range it was trained on and fail to capture the patterns and relationships present in the entire dataset.

3. By shuffling the data, you randomize the order of the samples. This ensures that the model is trained on a diverse range of values and is not biased towards any specific range.

4. When the shuffled data is used for cross-validation, the model is now trained and evaluated on random samples from the entire dataset. This allows the model to learn and generalize better, as it encounters a more representative distribution of the target variable.

5. Consequently, shuffling the data helps to avoid the issue of a negative cross-validation score by providing a more balanced and unbiased representation of the dataset.

Shuffling the data is an important step in cross-validation to ensure that the model is trained and evaluated on a random sample of the data. This helps to prevent biases that may arise when the target variable is ordered in the dataframe. By creating a more representative sample, the model can learn and generalize better, leading to more reliable and accurate cross-validation scores.