K- Fold Cross Validation for reducing over-fit issue on classifiers

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In k-fold cross-validation, the original sample is randomly partitioned into k equal sized sub-samples of the k subsamples,
A single sub-sample is retained as the validation data for testing the model, and
the remaining k − 1 subsamples are used as training data.

The cross-validation process is then repeated k times (the folds), with each of the k subsamples used exactly once as the validation data.

The k results from the folds can then be averaged (or otherwise combined) to produce a single estimation.
The advantage of this method over repeated random sub-sampling is that all observations are used for both training and validation, and each observation is used for validation exactly once.
The disadvantage of this method is training algorithm has to be re-run from the scratch k-times which means it takes as much computation to make an evaluation.

The error of the classifier is the averages testing error across k-testing parts.



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