I am using the folowing codes to train a xgboost model:
caret::trainControl(
method = "repeatedcv", # cross-validation
number = 5, # with n foldsÂ
repeats = 1,
p = 0.6,
#index = createFolds(tr_treated$Id_clean), # fix the folds
verboseIter = FALSE, # no training log
allowParallel = TRUE # FALSE for reproducible resultsÂ
)
xgb_tune <- caret::train(
x = features_train,
y = response_train,
trControl = tune_control,
tuneGrid = hyper_grid,
method = "xgbTree",
verbose = TRUE,
verbosity = 0
)
Details for the grid are not important for my question.
Is there a possibility to get the residuals of each test partition? Or better is there a possibilty to get the standard deviation of the residuals, which weren't used to train in each cv iteration?
I tried to ask Chatgpt for an answer, but don't want to write my own cv.
So maybe someone know how to help me?