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Machine Learning Fundamentals · Train, Validation and Test Sets: Understanding Overfitting

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Trick to keep in mind+3 XP

Train fits it, validation picks it, test judges it once.

Parameters are fitted on training data, settings such as k are compared on validation data, and the test set gives one final unbiased score. If you keep choosing based on the test set, you are using it as a second validation set, and it stops being a fair judge. Training scores cannot choose a winner either, because memorisers always look great there.

Read it once, then a question tests whether the trick stuck.