Validating training

25-Jan-2016 11:00

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In many areas of information science, finding predictive relationships from data is a very important task.Initial discovery of relationships is usually done with a training set while a test set and validation set are used for evaluating whether the discovered relationships hold.Of course no one does that ;) but violating that (especially when you repeat it several times) might lead to your model fitting the test set - which results in unrealistic / too optimistic scores.My 5 years experience in Computer Science taught me that nothing is better than simplicity.The question is answered in the book Elements of statistical learning page 222.

A test set is a set of data used to assess the strength and utility of a predictive relationship.Validation includes a review of all training materials and procedures to ensures that stated training objectives and standards are met.

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