Validation
The process of assessing model performance on held-out data to estimate generalization ability.
In more detail
Validation data is not used for training. It helps monitor performance during training (validation set) or final evaluation (test set). Common techniques: hold-out validation, k-fold cross-validation, time series cross-validation. Essential for preventing overfitting and selecting best models.
Examples
- Train-validation-test split
- K-fold cross-validation
- Time series cross-validation
- Stratified k-fold for imbalanced data
Related terms
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