Model Validation for Supervised Models

  1. Choose a class of model
  2. Choose model hyperparameters
  3. Fit the model to the training data
  4. Use the model to predict labels for new data

Exploring Model Validation

Holdout Sets

Cross-Validation

Selecting the Best Model

  • Use a more complicated/more flexible model
  • Use a less complicated/less flexible model
  • Gather more training samples
  • Gather more data to add features to each sample

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