scikit-learn : Machine Learning Simplified

Training data and test data

The observations in the training set comprise the experience that the algorithm uses to learn. In supervised learning problems, each observation consists of an observed response variable and one or more observed explanatory variables.

The test set is a similar collection of observations that is used to evaluate the performance of the model using some performance metric. It is important that no observations from the training set are included in the test set. If the test set does contain examples from the training set, it will be difficult to assess whether the algorithm has learned to generalize from the training set or has simply memorized it. A program that generalizes well will be able to effectively perform a task ...