subject: How do data scientists validate the accuracy of a machine learning model? [print this page]
Data scientists validate the accuracy of a machine learning model using several techniques to ensure the model performs well on unseen data. Here are key methods:
1. Train-Test Split The dataset is split into training and testing sets (commonly 80:20 or 70:30).
The model is trained on the training set and evaluated on the testing set.
Helps check if the model is overfitting or underfitting.
2. Cross-Validation Most commonly, k-fold cross-validation is used.
The dataset is divided into k subsets, and the model is trained and validated k times, each time using a different fold as the validation set.
Provides a more reliable estimate of model performance.
3. Confusion Matrix For classification models, it shows True Positives, True Negatives, False Positives, and False Negatives.
Helps calculate accuracy, precision, recall, and F1 score.
4. Performance Metrics Depending on the task:
Classification: Accuracy, Precision, Recall, F1 Score, ROC-AUC
Regression: Mean Squared Error (MSE), Mean Absolute Error (MAE), R² Score
5. Hold-Out Validation / Validation Set In addition to the train-test split, a validation set can be used to tune hyperparameters before final testing.
6. Residual Analysis Used in regression to analyze the difference between predicted and actual values.
Helps detect patterns that suggest model bias or variance issues.
7. Out-of-Sample Testing Apply the model to new or external datasets that were not involved in model training to test generalization ability.
