validation vs test vs training accuracy, which one to compare for claiming overfit?Which observation to use...
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validation vs test vs training accuracy, which one to compare for claiming overfit?
Which observation to use when doing k-fold validation or boostrap?why k-fold cross validation (CV) overfits? Or why discrepancy occurs between CV and test set?Consistently inconsistent cross-validation results that are wildly different from original model accuracyWhy use both validation set and test set?Reporting test result for cross-validation with Neural Networkvalidation/training accuracy and overfittingValidation accuracy for neural networkTraining score at parameter tuning lower than on hold out test set (RandomForestClassifier)Terminology - cross-validation, testing and validation set for classification taskValidation accuracy is always close to training accuracy
$begingroup$
I have read on the several answers here and on the internet that cross-validation helps to indicate that if the model will generalize well or not and about overfitting.
But I am confused that which two accuracies/errors amoung test/training/validation should I compare to be able to see if the model is overfitting or not?
For example:
I divide my data for 70% training and 30% test.
When I get to run 10 fold cross-validation, I get 10 accuracies that I can take the average/mean of. should I call this mean as validation accuracy?
Afterward, I test the model on 30% test data and get Test Accuracy.
In this case, what will be training accuracy? and which two accuracies I compare to see if the model is overfitting or not?
This is my first question on this platform so please ignore errors.
machine-learning cross-validation accuracy overfitting
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A.B is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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add a comment |
$begingroup$
I have read on the several answers here and on the internet that cross-validation helps to indicate that if the model will generalize well or not and about overfitting.
But I am confused that which two accuracies/errors amoung test/training/validation should I compare to be able to see if the model is overfitting or not?
For example:
I divide my data for 70% training and 30% test.
When I get to run 10 fold cross-validation, I get 10 accuracies that I can take the average/mean of. should I call this mean as validation accuracy?
Afterward, I test the model on 30% test data and get Test Accuracy.
In this case, what will be training accuracy? and which two accuracies I compare to see if the model is overfitting or not?
This is my first question on this platform so please ignore errors.
machine-learning cross-validation accuracy overfitting
New contributor
A.B is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
add a comment |
$begingroup$
I have read on the several answers here and on the internet that cross-validation helps to indicate that if the model will generalize well or not and about overfitting.
But I am confused that which two accuracies/errors amoung test/training/validation should I compare to be able to see if the model is overfitting or not?
For example:
I divide my data for 70% training and 30% test.
When I get to run 10 fold cross-validation, I get 10 accuracies that I can take the average/mean of. should I call this mean as validation accuracy?
Afterward, I test the model on 30% test data and get Test Accuracy.
In this case, what will be training accuracy? and which two accuracies I compare to see if the model is overfitting or not?
This is my first question on this platform so please ignore errors.
machine-learning cross-validation accuracy overfitting
New contributor
A.B is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
I have read on the several answers here and on the internet that cross-validation helps to indicate that if the model will generalize well or not and about overfitting.
But I am confused that which two accuracies/errors amoung test/training/validation should I compare to be able to see if the model is overfitting or not?
For example:
I divide my data for 70% training and 30% test.
When I get to run 10 fold cross-validation, I get 10 accuracies that I can take the average/mean of. should I call this mean as validation accuracy?
Afterward, I test the model on 30% test data and get Test Accuracy.
In this case, what will be training accuracy? and which two accuracies I compare to see if the model is overfitting or not?
This is my first question on this platform so please ignore errors.
machine-learning cross-validation accuracy overfitting
machine-learning cross-validation accuracy overfitting
New contributor
A.B is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
A.B is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
A.B is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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asked 2 hours ago
A.BA.B
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add a comment |
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2 Answers
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oldest
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$begingroup$
When I get to run 10 fold cross-validation, I get 10 accuracies that I
can take the average/mean of. should I call this mean as validation
accuracy?
No. It is a [estimate of] test accuracy.
The difference between validation and test sets (and their corresponding accuracies) is that validation set is used to build/select a better model (e.g. avoid over-fitting), meaning it affects the final model. However, in your case, 10-fold CV tests an already-built model on the 10% hold-out, thus the hold-out is a test set not a validation set.
Afterward, I test the model on 30% test data and get Test Accuracy.
If you don't use the K-fold to select/build a better model, this part is not needed, run K-fold on 100% of data to get the test accuracy. Otherwise, you should keep a final test set, since the result of K-fold would be a validation accuracy.
In this case, what will be training accuracy?
From each of 10 folds you can get a test accuracy on 10% of data, and a training accuracy on 90% of data. In python, method cross_val_score only returns the test accuracies. Here is how to get both:
from sklearn import model_selection
from sklearn import datasets
from sklearn import svm
iris = datasets.load_iris()
clf = svm.SVC(kernel='linear', C=1)
scores = model_selection.cross_validate(clf, iris.data, iris.target, cv=5, return_train_score=True)
print('Train scores:')
print(scores['train_score'])
print('Test scores:')
print(scores['test_score'])
and which two accuracies I compare to see if the model is overfitting or not?
You should compare the training and test accuracies to identify over-fitting. A training accuracy subjectively far higher than test accuracy indicates over-fitting.
I suggest "Bias and Variance" and "Learning curves" parts of "Machine Learning Yearning - Andrew Ng". It presents plots and interpretations for all the cases with a clear narration.
$endgroup$
$begingroup$
I think I disagree with "30% test set not needed." If you are using CV to select a better model, then you are exposing the test folds (which I would call a validation set in this case) and risk overfitting there. The final test set should remain untouched (by both you and your algorithms) until the end, to estimate the final model performance (if that's something you need). But yes, while model-building, the (averaged) training fold score vs. the (averaged) validation fold score is what you're looking at for overfitting indication.
$endgroup$
– Ben Reiniger
1 hour ago
$begingroup$
@BenReiniger You are right I should clear this case.
$endgroup$
– Esmailian
1 hour ago
add a comment |
$begingroup$
Cross validation splits your data into K folds. Each fold contains a set of training data and test data. You are correct that you get K different error rates that you then take the mean of. These error rates come from the test set of each of your K folds. If you want to get the training error rate, you would calculate the error rate on the training part of each of these K folds and then take the average.
$endgroup$
add a comment |
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2 Answers
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$begingroup$
When I get to run 10 fold cross-validation, I get 10 accuracies that I
can take the average/mean of. should I call this mean as validation
accuracy?
No. It is a [estimate of] test accuracy.
The difference between validation and test sets (and their corresponding accuracies) is that validation set is used to build/select a better model (e.g. avoid over-fitting), meaning it affects the final model. However, in your case, 10-fold CV tests an already-built model on the 10% hold-out, thus the hold-out is a test set not a validation set.
Afterward, I test the model on 30% test data and get Test Accuracy.
If you don't use the K-fold to select/build a better model, this part is not needed, run K-fold on 100% of data to get the test accuracy. Otherwise, you should keep a final test set, since the result of K-fold would be a validation accuracy.
In this case, what will be training accuracy?
From each of 10 folds you can get a test accuracy on 10% of data, and a training accuracy on 90% of data. In python, method cross_val_score only returns the test accuracies. Here is how to get both:
from sklearn import model_selection
from sklearn import datasets
from sklearn import svm
iris = datasets.load_iris()
clf = svm.SVC(kernel='linear', C=1)
scores = model_selection.cross_validate(clf, iris.data, iris.target, cv=5, return_train_score=True)
print('Train scores:')
print(scores['train_score'])
print('Test scores:')
print(scores['test_score'])
and which two accuracies I compare to see if the model is overfitting or not?
You should compare the training and test accuracies to identify over-fitting. A training accuracy subjectively far higher than test accuracy indicates over-fitting.
I suggest "Bias and Variance" and "Learning curves" parts of "Machine Learning Yearning - Andrew Ng". It presents plots and interpretations for all the cases with a clear narration.
$endgroup$
$begingroup$
I think I disagree with "30% test set not needed." If you are using CV to select a better model, then you are exposing the test folds (which I would call a validation set in this case) and risk overfitting there. The final test set should remain untouched (by both you and your algorithms) until the end, to estimate the final model performance (if that's something you need). But yes, while model-building, the (averaged) training fold score vs. the (averaged) validation fold score is what you're looking at for overfitting indication.
$endgroup$
– Ben Reiniger
1 hour ago
$begingroup$
@BenReiniger You are right I should clear this case.
$endgroup$
– Esmailian
1 hour ago
add a comment |
$begingroup$
When I get to run 10 fold cross-validation, I get 10 accuracies that I
can take the average/mean of. should I call this mean as validation
accuracy?
No. It is a [estimate of] test accuracy.
The difference between validation and test sets (and their corresponding accuracies) is that validation set is used to build/select a better model (e.g. avoid over-fitting), meaning it affects the final model. However, in your case, 10-fold CV tests an already-built model on the 10% hold-out, thus the hold-out is a test set not a validation set.
Afterward, I test the model on 30% test data and get Test Accuracy.
If you don't use the K-fold to select/build a better model, this part is not needed, run K-fold on 100% of data to get the test accuracy. Otherwise, you should keep a final test set, since the result of K-fold would be a validation accuracy.
In this case, what will be training accuracy?
From each of 10 folds you can get a test accuracy on 10% of data, and a training accuracy on 90% of data. In python, method cross_val_score only returns the test accuracies. Here is how to get both:
from sklearn import model_selection
from sklearn import datasets
from sklearn import svm
iris = datasets.load_iris()
clf = svm.SVC(kernel='linear', C=1)
scores = model_selection.cross_validate(clf, iris.data, iris.target, cv=5, return_train_score=True)
print('Train scores:')
print(scores['train_score'])
print('Test scores:')
print(scores['test_score'])
and which two accuracies I compare to see if the model is overfitting or not?
You should compare the training and test accuracies to identify over-fitting. A training accuracy subjectively far higher than test accuracy indicates over-fitting.
I suggest "Bias and Variance" and "Learning curves" parts of "Machine Learning Yearning - Andrew Ng". It presents plots and interpretations for all the cases with a clear narration.
$endgroup$
$begingroup$
I think I disagree with "30% test set not needed." If you are using CV to select a better model, then you are exposing the test folds (which I would call a validation set in this case) and risk overfitting there. The final test set should remain untouched (by both you and your algorithms) until the end, to estimate the final model performance (if that's something you need). But yes, while model-building, the (averaged) training fold score vs. the (averaged) validation fold score is what you're looking at for overfitting indication.
$endgroup$
– Ben Reiniger
1 hour ago
$begingroup$
@BenReiniger You are right I should clear this case.
$endgroup$
– Esmailian
1 hour ago
add a comment |
$begingroup$
When I get to run 10 fold cross-validation, I get 10 accuracies that I
can take the average/mean of. should I call this mean as validation
accuracy?
No. It is a [estimate of] test accuracy.
The difference between validation and test sets (and their corresponding accuracies) is that validation set is used to build/select a better model (e.g. avoid over-fitting), meaning it affects the final model. However, in your case, 10-fold CV tests an already-built model on the 10% hold-out, thus the hold-out is a test set not a validation set.
Afterward, I test the model on 30% test data and get Test Accuracy.
If you don't use the K-fold to select/build a better model, this part is not needed, run K-fold on 100% of data to get the test accuracy. Otherwise, you should keep a final test set, since the result of K-fold would be a validation accuracy.
In this case, what will be training accuracy?
From each of 10 folds you can get a test accuracy on 10% of data, and a training accuracy on 90% of data. In python, method cross_val_score only returns the test accuracies. Here is how to get both:
from sklearn import model_selection
from sklearn import datasets
from sklearn import svm
iris = datasets.load_iris()
clf = svm.SVC(kernel='linear', C=1)
scores = model_selection.cross_validate(clf, iris.data, iris.target, cv=5, return_train_score=True)
print('Train scores:')
print(scores['train_score'])
print('Test scores:')
print(scores['test_score'])
and which two accuracies I compare to see if the model is overfitting or not?
You should compare the training and test accuracies to identify over-fitting. A training accuracy subjectively far higher than test accuracy indicates over-fitting.
I suggest "Bias and Variance" and "Learning curves" parts of "Machine Learning Yearning - Andrew Ng". It presents plots and interpretations for all the cases with a clear narration.
$endgroup$
When I get to run 10 fold cross-validation, I get 10 accuracies that I
can take the average/mean of. should I call this mean as validation
accuracy?
No. It is a [estimate of] test accuracy.
The difference between validation and test sets (and their corresponding accuracies) is that validation set is used to build/select a better model (e.g. avoid over-fitting), meaning it affects the final model. However, in your case, 10-fold CV tests an already-built model on the 10% hold-out, thus the hold-out is a test set not a validation set.
Afterward, I test the model on 30% test data and get Test Accuracy.
If you don't use the K-fold to select/build a better model, this part is not needed, run K-fold on 100% of data to get the test accuracy. Otherwise, you should keep a final test set, since the result of K-fold would be a validation accuracy.
In this case, what will be training accuracy?
From each of 10 folds you can get a test accuracy on 10% of data, and a training accuracy on 90% of data. In python, method cross_val_score only returns the test accuracies. Here is how to get both:
from sklearn import model_selection
from sklearn import datasets
from sklearn import svm
iris = datasets.load_iris()
clf = svm.SVC(kernel='linear', C=1)
scores = model_selection.cross_validate(clf, iris.data, iris.target, cv=5, return_train_score=True)
print('Train scores:')
print(scores['train_score'])
print('Test scores:')
print(scores['test_score'])
and which two accuracies I compare to see if the model is overfitting or not?
You should compare the training and test accuracies to identify over-fitting. A training accuracy subjectively far higher than test accuracy indicates over-fitting.
I suggest "Bias and Variance" and "Learning curves" parts of "Machine Learning Yearning - Andrew Ng". It presents plots and interpretations for all the cases with a clear narration.
edited 1 hour ago
answered 1 hour ago
EsmailianEsmailian
912110
912110
$begingroup$
I think I disagree with "30% test set not needed." If you are using CV to select a better model, then you are exposing the test folds (which I would call a validation set in this case) and risk overfitting there. The final test set should remain untouched (by both you and your algorithms) until the end, to estimate the final model performance (if that's something you need). But yes, while model-building, the (averaged) training fold score vs. the (averaged) validation fold score is what you're looking at for overfitting indication.
$endgroup$
– Ben Reiniger
1 hour ago
$begingroup$
@BenReiniger You are right I should clear this case.
$endgroup$
– Esmailian
1 hour ago
add a comment |
$begingroup$
I think I disagree with "30% test set not needed." If you are using CV to select a better model, then you are exposing the test folds (which I would call a validation set in this case) and risk overfitting there. The final test set should remain untouched (by both you and your algorithms) until the end, to estimate the final model performance (if that's something you need). But yes, while model-building, the (averaged) training fold score vs. the (averaged) validation fold score is what you're looking at for overfitting indication.
$endgroup$
– Ben Reiniger
1 hour ago
$begingroup$
@BenReiniger You are right I should clear this case.
$endgroup$
– Esmailian
1 hour ago
$begingroup$
I think I disagree with "30% test set not needed." If you are using CV to select a better model, then you are exposing the test folds (which I would call a validation set in this case) and risk overfitting there. The final test set should remain untouched (by both you and your algorithms) until the end, to estimate the final model performance (if that's something you need). But yes, while model-building, the (averaged) training fold score vs. the (averaged) validation fold score is what you're looking at for overfitting indication.
$endgroup$
– Ben Reiniger
1 hour ago
$begingroup$
I think I disagree with "30% test set not needed." If you are using CV to select a better model, then you are exposing the test folds (which I would call a validation set in this case) and risk overfitting there. The final test set should remain untouched (by both you and your algorithms) until the end, to estimate the final model performance (if that's something you need). But yes, while model-building, the (averaged) training fold score vs. the (averaged) validation fold score is what you're looking at for overfitting indication.
$endgroup$
– Ben Reiniger
1 hour ago
$begingroup$
@BenReiniger You are right I should clear this case.
$endgroup$
– Esmailian
1 hour ago
$begingroup$
@BenReiniger You are right I should clear this case.
$endgroup$
– Esmailian
1 hour ago
add a comment |
$begingroup$
Cross validation splits your data into K folds. Each fold contains a set of training data and test data. You are correct that you get K different error rates that you then take the mean of. These error rates come from the test set of each of your K folds. If you want to get the training error rate, you would calculate the error rate on the training part of each of these K folds and then take the average.
$endgroup$
add a comment |
$begingroup$
Cross validation splits your data into K folds. Each fold contains a set of training data and test data. You are correct that you get K different error rates that you then take the mean of. These error rates come from the test set of each of your K folds. If you want to get the training error rate, you would calculate the error rate on the training part of each of these K folds and then take the average.
$endgroup$
add a comment |
$begingroup$
Cross validation splits your data into K folds. Each fold contains a set of training data and test data. You are correct that you get K different error rates that you then take the mean of. These error rates come from the test set of each of your K folds. If you want to get the training error rate, you would calculate the error rate on the training part of each of these K folds and then take the average.
$endgroup$
Cross validation splits your data into K folds. Each fold contains a set of training data and test data. You are correct that you get K different error rates that you then take the mean of. These error rates come from the test set of each of your K folds. If you want to get the training error rate, you would calculate the error rate on the training part of each of these K folds and then take the average.
answered 2 hours ago
astelastel
111
111
add a comment |
add a comment |
A.B is a new contributor. Be nice, and check out our Code of Conduct.
A.B is a new contributor. Be nice, and check out our Code of Conduct.
A.B is a new contributor. Be nice, and check out our Code of Conduct.
A.B is a new contributor. Be nice, and check out our Code of Conduct.
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