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Don’t Trust Your Training Score: The Importance of Testing and Generalization

  • Training a machine learning model involves showing it examples and adjusting its parameters to find patterns.
  • Evaluating the model using the same data it learned from is misleading as it may have just memorized the training examples.
  • To evaluate the model properly, a train/test split is used to measure its generalization ability on new, unseen data.
  • Overfitting can occur when the model becomes too complex and fits the noise and specifics of the training set instead of the underlying signal.

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