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Train on subset of data XValidate on full set of data
Thanks for all the help so far. I couldn't have gotten this far without all the advice of the people here. You guys are great!
My next challenging question...
I want to train a model on a subset of the data, but then test it during the XV stage on the FULL set of data.
For example, imagine data where the label is height and the input variable is birth-weight.
I want to say,
1) Train an SVM to regress height from birth-weight, but ONLY use birth-weight > 6 kg for training."
2) TEST using XValidation against ALL the input data.
The premise is that learning from a subset of data will create a more accurate model to use against all the data. (yes, for my application, this has been proven to work.)
So as I iterate through different values of the SVM parameters, I want to train on a subset, but test on the full set.
How can I do this in RM??