FACTMAC Procedure

CROSSVALIDATION Statement

CROSSVALIDATION <options>;

The CROSSVALIDATION statement performs k-fold cross validation to find the average estimated validation error. You cannot specify this statement if you specify either the AUTOTUNE statement or the PARTITION statement.

You can specify the following options:

KFOLD=number: specifies the number of partition folds in the cross validation process, where number is between 2 and 20, inclusive. By default, KFOLD=5.
NOPARALLEL: specifies that k-fold cross validation not be run in parallel. By default, the process runs in parallel.
NSUBSESSIONWORKERS=number: specifies the number of worker nodes to use in parallel subsessions. If you omit this option or if the number is 0, the number of worker nodes is determined automatically.

Last updated: August 06, 2026