Estimating future performance

Some R machine learning packages present confusion matrices and performance measures during the model building process. The purpose of these statistics is to provide insight about the model's resubstitution error, which occurs when the training data is incorrectly predicted in spite of the model being built directly from this data. This information is intended to be used as a rough diagnostic, particularly to identify obviously poor performers.

The resubstitution error is not a very useful marker of future performance, however. For example, a model that used rote memorization to perfectly classify every training instance (that is, zero resubstitution error) would be unable to make predictions on data it has never seen ...

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