To build a robust and reliable machine-learning model, it's crucial to split your dataset into three

distinct subsets: the training set, the validation set, and the test set. Each subset serves a specific
purpose in the model1 development and evaluation pipeline. Let's delve into each of them:

1. Training Set

• What it is: The training set is the largest portion of your dataset and is used to train the
machine learning model. The model learns the underlying patterns, relationships, and
features2 in the data by adjusting its internal parameters (weights and biases in neural
networks, coefficients in linear regression, etc.).

• How it's used: The training data is fed into the learning algorithm, and the algorithm
iteratively updates its parameters to minimize the error between its predictions and the
actual target values present in the training data. This process is often repeated multiple
times (epochs) until the model converges to a satisfactory level of performance on the
training data.

• Use of the training set:

o Learning patterns: The primary use is to enable the model to learn the relationship
between the input features and the target variable.

o Parameter estimation: The training data is used to estimate the parameters of the
machine learning model.

o Model fitting: The model adjusts itself to best fit the patterns present in the training
data.

• Key considerations:

o The training set should be representative of the overall data distribution to ensure
the model learns generalizable patterns.

o It should be sufficiently large to allow the model to learn complex relationships

without memorizing the noise in the data (overfitting).

2. Validation Set

• What it is: The validation set is a separate portion of the dataset that is not used during the
training process. Instead, it's used to evaluate the performance of the model during
training and to tune the model's hyperparameters. Hyperparameters are settings that are
external to the model and are set before the training process begins (e.g., the learning rate,
the number of hidden layers in a neural network, the depth of a decision tree).

• How it's used: After each epoch (or a set of epochs) of training on the training data, the
model's performance is evaluated on the validation set. This provides an unbiased estimate
of how well the model is generalizing to unseen data during the training phase. The
performance on the validation set is then used to make decisions about:

o Hyperparameter tuning: Different hyperparameter values are tried, and the

combination that yields the best performance on the validation set is selected.

o Model selection: When comparing different models, their performance on the

validation set helps in choosing the best one.
 o Early stopping: If the performance on the validation set starts to degrade (increase
in error), it indicates that the model might be starting to overfit the training data.
Training can be stopped early to prevent this.

• Use of the validation set:

o Hyperparameter optimization: Helps in finding the optimal values for the model's
hyperparameters.

o Model selection: Allows for comparing the performance of different models and
choosing the best one.

o Overfitting detection: Provides insights into whether the model is starting to

memorize the training data.

o Performance monitoring during training: Gives an indication of how well the model
is generalizing to unseen data as training progresses.

• Key considerations:

o The validation set should also be representative of the overall data distribution.

o It should be kept separate from the training data to provide an unbiased evaluation.

o The model should not be trained directly on the validation set, as this would lead to
overfitting on this specific subset.

3. Test Set

• What it is: The test set is the final, completely held-out portion of the dataset that is only
used once the model has been fully trained and tuned using the training and validation sets.
It provides a final, unbiased evaluation of the model's performance on completely unseen
data.

• How it's used: After the model has been trained and the best hyperparameters have been
selected based on the validation set performance, the trained model is evaluated one last
time on the test set. The performance metrics obtained on the test set (e.g., accuracy,
precision, recall, F1-score, mean squared error) are used to estimate how well the model is
likely to perform on new, real-world data.

• Use of the test set:

o Final performance evaluation: Provides an unbiased estimate of the model's

generalization ability.

o Benchmarking: Allows for comparing the performance of the final model with other
models or previous results.

o Reporting: The performance on the test set is typically what is reported as the
model's expected performance on unseen data.

• Key considerations:

o The test set must be strictly held out and never used during the training or
hyperparameter tuning phases. Using the test set for these purposes would lead to
an overly optimistic and biased evaluation of the model's generalization ability.
 o It should be representative of the data the model will encounter in the real world.

o The size of the test set should be large enough to provide a statistically meaningful
evaluation of the model's performance.

How These Sets Are Used Together

The process of using these three sets typically involves the following steps:

1. Data Splitting: The original dataset is split into three parts: training set (e.g., 70-80%),
validation set (e.g., 10-15%), and test set (e.g., 10-15%). The exact proportions can vary
depending on the size of the dataset and the specific problem.

2. Model Training: The chosen machine learning model is trained using the training set.

3. Hyperparameter Tuning (using the validation set):

o Different sets of hyperparameters are tried.

o For each set of hyperparameters, a model is trained on the training set and
evaluated on the validation set.

o The hyperparameters that yield the best performance on the validation set are
selected.

4. Model Selection (using the validation set): If multiple models are being considered, their
performance on the validation set is compared, and the best-performing model is chosen.

5. Final Evaluation (using the test set): The final trained model (with the chosen
hyperparameters) is evaluated once on the test set to get an unbiased estimate of its
performance on unseen data.

By following this process, you can build a model that not only performs well on the data it has seen
but also generalizes effectively to new, unseen data, which is the ultimate goal of most machine
learning applications. The validation set plays a crucial role in preventing overfitting and tuning the
model for better generalization, while the test set provides the final, honest assessment of the
model's capabilities.