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Model Validation

Model validation is the process of evaluating a trained model using a testing dataset to ensure it performs as expected. Various techniques such as train/test split, k-fold cross-validation, and leave-one-out cross-validation are employed to assess model reliability and quality. The advantages of model validation include improved model quality, flexibility, and the ability to detect overfitting or underfitting issues.

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7 views5 pages

Model Validation

Model validation is the process of evaluating a trained model using a testing dataset to ensure it performs as expected. Various techniques such as train/test split, k-fold cross-validation, and leave-one-out cross-validation are employed to assess model reliability and quality. The advantages of model validation include improved model quality, flexibility, and the ability to detect overfitting or underfitting issues.

Uploaded by

Venu Nuvvula
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Model Validation

Model validation is the process that is carried out after Model Training where the trained
model is evaluated with a testing data set. The testing data may or may not be a chunk of the
same data set from which the training set is procured. Model validation is the set of processes
and activities intended to verify that models are performing as expected.
Model validation is a technique where we try to validate the model that has been built by
gathering, preprocessing, and feeding appropriate data to the machine learning algorithms. We
cannot directly feed the data to the model, train it and deploy it. It is essential to validate the
performance or results of a model to check whether a model is performing as per our
expectations or not. There are multiple model validation techniques that are used to evaluate
and validate the model according to the different types of models and their behaviours.
Why Model Validation?
The goal of a model is to make predictions about data. Model validation determines whether the
trained model is trustworthy. Also Model validation benefits in reducing the costs, discovering
more errors, scalability and flexibility and enhancing the model quality.

The techniques of Model Validation


There are many techniques of Model validation:
• Train/test split
• k-Fold Cross-Validation
• Leave-one-out Cross-Validation
• Leave-one-group-out Cross-Validation
• Nested Cross-Validation
• Time-series Cross-Validation
• Wilcoxon signed-rank test
• McNemar’s test
• 5x2CV paired t-test
• 5x2CV combined F test
Here are three techniques we use more often:
1. Train/Test Split
The most basic technique of Model Validation is to perform a train/validate/test split on the data.
A typical ratio for this might be 80/10/10 to make sure we still have enough training data. After
training the model with the training set, we will move onto validating the results and tuning the
hyperparameters with the validation set till we reach a satisfactory performance metric. Once
this stage is completed, we would move on to testing the model with the test set to predict and
evaluate the performance.
2. K-fold cross-validation with independent test data set.
K fold cross-validation is one of the widely used and most accurate methods for splitting the
data into its training and testing points. In this approach, the logic or the working mechanism
of the KNN algorithm is used. Same as the KNN algorithm, here we also have a term called K
which is the number of splits of the data.
In this method, instead of splitting the data a single time, we split the data multiplied based on
the value of K. Let us suppose that the value of K is defined as 5. Then the model will split the
dataset five times and will choose different training and testing sets every single time.
By doing we get a significant advantage in that the model can test on all the data, and the model
would not be biased.
In the situation that we would like to preserve as much data as possible for the training stage
and not risk losing valuable data to the validation set. This technique will not require the training
data to give up any portion for a validation set. In this instance, the dataset is broken into k
number of folds wherein one-fold will be used as the test set and the rest will be used as the
training dataset and this will be repeated n number of times as specified by the user. In a
regression the average of the results will be used as the final result. In a classification setting,
the average of the results (i.e., Accuracy, True Positive Rate, F1, etc.) will be taken as the final
result.
3. Leave-one-out cross-validation with independent test data set.
Leave-One-Out Validation is similar to the k-fold cross validation. The iteration is carried out
and specified times and the dataset will be split into n-1 data sets and the one that was removed
will be the test data. performance is measured the same way as k-fold cross validation. This
technique only uses in small data validation.

Leave one out is also a variant of the K fold cross-validation technique where we have defined
the K as n. Where n is the number of samples or data observations we have in our dataset. Here
the model trains and tests on every data sample, and the model considers each sample as a
testing set and others as a training set.

Although this method is not used widely, the holdout and K fold approach solves most of the
issues related to model validation.

4. Hold Out Approach

Hold out approach is also very similar to the train test split method; just here, we have an
additional split of the data. While using the train test split method, it may happen that there are
two splits of the data, and the data can be leaked, due to which the overfitting of the model can
take place. To overcome this issue, we can still split the data into one more part called hold out
or validation split.

So basically, here, we train our data on the big training set and then test the model on the testing
set. Once the model performs well on both the training and testing set, we try the model on the
final validation split to get an idea about the behavior of the model in unknown datasets.
How we choose the techniques of Model validation?
Actually no single technique can use in all scenarios. We should be quite familiar with our
data. Here is some suggests from Sebastian’s Blog may give us some ideas.

Advantages of Model Validation


Here are many advantages that model validation provides.
Quality of the Model
The first and foremost advantage of model validation is the quality of the model; yes, we can
quickly get an idea about the performance and quality of the model by validating the same.
The flexibility of the Model
Secondly, validating the model makes it easy to get an idea about the flexibility. Model
validation helps make the model more flexible also.
Overfitting and Underfitting
Model validation help identify if the model is underfitted or overfitted. In the case of
underfitting, the model gives high accuracy in training data, and the model performs poorly
during the validation phase. In the case of underfitting, the model does not perform well during
either the training or validation phase.

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