Author: Evispot

Cross validation

Written by Evispot. Posted in c, Glossary.

To assess how a model will perform in practice we need to validate it against an independent data set. This is commonly done by splitting the data into training and test set. A model is then trained on the training set and validated on the test set....

Out-of-time Test

Written by Evispot. Posted in Glossary, o.

Out-of-time test is the method of training a model on data from the earlier part of the time-interval and testing it against the later, so called out-of-time test set. The purpose is to create a testing scenario where the model and test set simulates...

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