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Hands-On Predictive Analytics with Python
book

Hands-On Predictive Analytics with Python

by Alvaro Fuentes
December 2018
Beginner to intermediate content levelBeginner to intermediate
330 pages
8h 32m
English
Packt Publishing
Content preview from Hands-On Predictive Analytics with Python

Training versus testing error

The point of splitting the dataset into training and testing sets was to simulate the situation of using the model to make predictions on data the model has not seen. As we said before, the whole point is to generalize what we have learned from the observed data. The training MSE (or any metric calculated on the training dataset) may give us a biased view of the performance of our model, especially because of the possibility of overfitting. The metrics of performance we get from the training dataset will tend to be too optimistic. Let's take a look again at our illustration of overfitting:

If we calculate the ...

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Publisher Resources

ISBN: 9781789138719Supplemental Content