mlr3resampling: Resampling Algorithms for ‘mlr3’ Framework

2026-04-28

Title Resampling Algorithms for mlr3 Framework
Version 2026.4.26
Description A supervised learning algorithm inputs a train set, and outputs a prediction function, which can be used on a test set. If each data point belongs to a subset (such as geographic region, year, etc), then how do we know if subsets are similar enough so that we can get accurate predictions on one subset, after training on Other subsets? And how do we know if training on All subsets would improve prediction accuracy, relative to training on the Same subset? SOAK, Same/Other/All K-fold cross-validation, doi:10.1002/sam.70055 can be used to answer these questions, by fixing a test subset, training models on Same/Other/All subsets, and then comparing test error rates (Same versus Other and Same versus All). Also provides code for estimating how many train samples are required to get accurate predictions on a test set.
Imports data.table, R6, checkmate, paradox, mlr3 (>= 1.0.0), mlr3misc, methods, Rcpp
Suggests pbdMPI, ggplot2, animint2, mlr3tuning, lgr, future, future.apply, testthat, WeightedROC, nc, rpart, directlabels, mlr3pipelines, glmnet, mlr3learners, mlr3torch, torch, batchtools, mlr3batchmark, litedown
License LGPL-3
URL https://github.com/tdhock/mlr3resampling
BugReports https://github.com/tdhock/mlr3resampling/issues
VignetteBuilder litedown
Author Toby Hocking ORCID iD [aut, cre], Daniel Agyapong ORCID iD [ctb], Michel Lang ORCID iD [ctb], Bernd Bischl ORCID iD [ctb], Jakob Richter ORCID iD [ctb], Patrick Schratz ORCID iD [ctb], Giuseppe Casalicchio ORCID iD [ctb], Stefan Coors ORCID iD [ctb], Quay Au ORCID iD [ctb], Martin Binder [ctb], Florian Pfisterer ORCID iD [ctb], Raphael Sonabend ORCID iD [ctb], Lennart Schneider ORCID iD [ctb], Marc Becker ORCID iD [ctb], Sebastian Fischer ORCID iD [ctb]

Appendix

To cite the package mlr3resampling in publications, please use:

Hocking T, Thibault G, Bodine C, Arellano P, Shenkin A, Lindly O (2026). “SOAK: Same/Other/All K-fold cross-validation for estimating similarity of patterns in data subsets.” Statistical Analysis and Data Mining, 19(1). doi:10.1002/sam.70055 https://doi.org/10.1002/sam.70055.

@Article{,
  title = {SOAK: Same/Other/All K-fold cross-validation for estimating similarity of patterns in data subsets},
  author = {Toby Dylan Hocking and Gabrielle Thibault and Cameron Scott Bodine and Paul Nelsom Arellano and Alexander F Shenkin and Olivia Lindly},
  year = {2026},
  journal = {Statistical Analysis and Data Mining},
  doi = {10.1002/sam.70055},
  volume = {19},
  number = {1},
}