Machine Learning for the Web

A comparison of methods

We can now test the methods discussed in this chapter to solve a regression problem and a classification problem. To avoid overfitting, the dataset is typically split into two sets: the training set, in which the model parameters are fitted, and a test set, where the accuracy of the model is evaluated. However, it may be necessary to use a third set, the validation set, in which the hyperparameters (for example, C and for SVM, or α in ridge regression) can be optimized. The original dataset may be too small to allow splitting into three sets, and also the results may be affected by the particular choice of data points on ...