{"id":7132,"date":"2023-08-14T05:06:29","date_gmt":"2023-08-14T13:06:29","guid":{"rendered":"https:\/\/live-cometml.pantheonsite.io\/?p=7132"},"modified":"2025-04-24T17:14:46","modified_gmt":"2025-04-24T17:14:46","slug":"understanding-hold-out-methods-for-training-machine-learning-models","status":"publish","type":"post","link":"https:\/\/www.comet.com\/site\/blog\/understanding-hold-out-methods-for-training-machine-learning-models\/","title":{"rendered":"Understanding Hold-Out Methods for Training Machine Learning Models"},"content":{"rendered":"\n<link rel=\"canonical\" href=\"https:\/\/www.comet.com\/site\/blog\/understanding-hold-out-methods-for-training-machine-learning-models\">\n\n\n\n<div class=\"fh fi fj fk fl\">\n<div class=\"ab ca\">\n<div class=\"ch bg et eu ev ew\">\n<p id=\"7156\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">During the evaluation of machine learning (ML) models, the following question might arise:<\/p>\n<ul class=\"\">\n<li id=\"d991\" class=\"lt lu fo be b lv lw lx ly lz ma mb mc mq me mf mg mr mi mj mk ms mm mn mo mp mt mu mv bj\" data-selectable-paragraph=\"\">Is this model the best one available from the hypothesis space of the algorithm in terms of generalization error on an unknown\/future data set?<\/li>\n<li id=\"4ee2\" class=\"lt lu fo be b lv mw lx ly lz mx mb mc mq my mf mg mr mz mj mk ms na mn mo mp mt mu mv bj\" data-selectable-paragraph=\"\">What training and testing techniques are used for the model?<\/li>\n<li id=\"2141\" class=\"lt lu fo be b lv mw lx ly lz mx mb mc mq my mf mg mr mz mj mk ms na mn mo mp mt mu mv bj\" data-selectable-paragraph=\"\">What model should be selected from the available ones?<\/li>\n<\/ul>\n<p id=\"c60c\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">The hold-out method is used to address these questions.<\/p>\n<p id=\"172f\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">Consider training a model using an algorithm on a given dataset. Using the same training data, you determine that the trained model has an accuracy of 95% or even 100%. What does this mean? Can this model be used for prediction?<\/p>\n<p id=\"5773\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">No. This is because your model has been trained on the given data, i.e. it knows the data and has generalized over it very well. In contrast, when you try to predict over a new set of data, it will most likely give you very bad accuracy because it has never seen the data before and thus cannot generalize well over it. To deal with such problems, hold-out methods can be employed.<\/p>\n<p id=\"a8c5\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">In this post, we will take a closer look at the hold-out method used during the process of training machine learning models.<\/p>\n<h1 id=\"a1b9\" class=\"nb nc fo be nd ne nf ng nh ni nj nk nl nm nn no np nq nr ns nt nu nv nw nx ny bj\" data-selectable-paragraph=\"\">What is the Hold-Out Method?<\/h1>\n<p id=\"d797\" class=\"pw-post-body-paragraph lt lu fo be b lv nz lx ly lz oa mb mc md ob mf mg mh oc mj mk ml od mn mo mp fh bj\" data-selectable-paragraph=\"\">The hold-out method involves splitting the data into multiple parts and using one part for training the model and the rest for validating and testing it. It can be used for both model evaluation and selection.<\/p>\n<p id=\"e7e6\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">In cases where every piece of data is used for training the model, there remains the problem of selecting the best model from a list of possible models. Primarily, we want to identify which model has the lowest generalization error or which model makes a better prediction on future or unseen datasets than all of the others. There is a need to have a mechanism that allows the model to be trained on one set of data and tested on another set of data. This is where hold-out comes into play.<\/p>\n<h1 id=\"a24c\" class=\"nb nc fo be nd ne nf ng nh ni nj nk nl nm nn no np nq nr ns nt nu nv nw nx ny bj\" data-selectable-paragraph=\"\">Hold-Out Method for Model Evaluation<\/h1>\n<p id=\"cc24\" class=\"pw-post-body-paragraph lt lu fo be b lv nz lx ly lz oa mb mc md ob mf mg mh oc mj mk ml od mn mo mp fh bj\" data-selectable-paragraph=\"\">Model evaluation using the hold-out method entails splitting the dataset into training and test datasets, evaluating model performance, and determining the most optimal model. This diagram illustrates the hold-out method for model evaluation.<\/p>\n<figure class=\"oh oi oj ok ol om oe of paragraph-image\">\n<div class=\"on oo eb op bg oq\" tabindex=\"0\" role=\"button\">\n<figure><img loading=\"lazy\" decoding=\"async\" class=\"bg or os c\" role=\"presentation\" src=\"https:\/\/miro.medium.com\/v2\/resize:fit:700\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg\" alt=\"\" width=\"700\" height=\"368\"><\/figure><div class=\"oe of og\"><picture><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/format:webp\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/format:webp\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/format:webp\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/format:webp\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/format:webp\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/format:webp\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:1400\/format:webp\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 1400w\" type=\"image\/webp\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 700px\"><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:1400\/1*iZpmWiVeFn0bcuMZ_yiEdw.jpeg 1400w\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 700px\" data-testid=\"og\"><\/picture><\/div>\n<\/div><figcaption class=\"ot ou ov oe of ow ox be b bf z dv\" data-selectable-paragraph=\"\">Hold-out method for model evaluation (Source: By Author)<\/figcaption><\/figure>\n<p id=\"5ab8\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">There are two parts to the dataset in the diagram above. One split is held aside as a training set. Another set is held back for testing or evaluation of the model. The percentage of the split is determined based on the amount of training data available. A typical split of 70\u201330% is used in which 70% of the dataset is used for training and 30% is used for testing the model.<\/p>\n<p id=\"1699\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">The objective of this technique is to select the best model based on its accuracy on the testing dataset and compare it with other models. There is, however, the possibility that the model can be well fitted to the test data using this technique. In other words, models are trained to improve model accuracy on test datasets based on the assumption that the test dataset represents the population. As a result, the test error becomes an optimistic estimation of the generalization error. Obviously, this is not what we want. Since the final model is trained to fit well (or overfit) the test data, it won\u2019t generalize well to unknowns or future datasets.<\/p>\n<\/div>\n<\/div>\n<\/div>\n\n\n\n<div class=\"fh fi fj fk fl\">\n<div class=\"ab ca\">\n<div class=\"ch bg et eu ev ew\">\n<blockquote class=\"pg\"><p id=\"6497\" class=\"ph pi fo be pj pk pl pm pn po pp mp dv\" data-selectable-paragraph=\"\">Olcay Cirit and his team at Uber AI was able to build a neural network that outperformed XGBoost. <a class=\"af pq\" href=\"https:\/\/www.youtube.com\/watch?v=39GTCeqfvy8&amp;list=PLX9GmL8cVn_yout9BRYNj43XJco3gsZ3r&amp;index=1\" target=\"_blank\" rel=\"noopener ugc nofollow\">Learn more by checking out this clip from our recent Comet customer roundtable.<\/a><\/p><\/blockquote>\n<\/div>\n<\/div>\n<\/div>\n\n\n\n<div class=\"fh fi fj fk fl\">\n<div class=\"ab ca\">\n<div class=\"ch bg et eu ev ew\">\n<p id=\"e2a0\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">Follow the steps below for using the hold-out method for model evaluation:<\/p>\n<p>1. Split the dataset in two (preferably 70\u201330%; however, the split percentage can vary and should be random).<\/p>\n<figure class=\"oh oi oj ok ol om oe of paragraph-image\">\n<figure><img loading=\"lazy\" decoding=\"async\" class=\"bg or os c\" role=\"presentation\" src=\"https:\/\/miro.medium.com\/v2\/resize:fit:514\/1*yC50uai2UPOcpouXik05Dw.jpeg\" alt=\"\" width=\"514\" height=\"209\"><\/figure><div class=\"oe of ps\"><picture><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/format:webp\/1*yC50uai2UPOcpouXik05Dw.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/format:webp\/1*yC50uai2UPOcpouXik05Dw.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/format:webp\/1*yC50uai2UPOcpouXik05Dw.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/format:webp\/1*yC50uai2UPOcpouXik05Dw.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/format:webp\/1*yC50uai2UPOcpouXik05Dw.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/format:webp\/1*yC50uai2UPOcpouXik05Dw.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:1028\/format:webp\/1*yC50uai2UPOcpouXik05Dw.jpeg 1028w\" type=\"image\/webp\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 514px\"><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/1*yC50uai2UPOcpouXik05Dw.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/1*yC50uai2UPOcpouXik05Dw.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/1*yC50uai2UPOcpouXik05Dw.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/1*yC50uai2UPOcpouXik05Dw.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/1*yC50uai2UPOcpouXik05Dw.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/1*yC50uai2UPOcpouXik05Dw.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:1028\/1*yC50uai2UPOcpouXik05Dw.jpeg 1028w\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 514px\" data-testid=\"og\"><\/picture><\/div>\n<\/figure>\n<p id=\"2326\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">2. Now, we train the model on the training dataset by selecting some fixed set of hyperparameters while training the model.<\/p>\n<figure class=\"oh oi oj ok ol om oe of paragraph-image\">\n<figure><img loading=\"lazy\" decoding=\"async\" class=\"bg or os c\" role=\"presentation\" src=\"https:\/\/miro.medium.com\/v2\/resize:fit:484\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg\" alt=\"\" width=\"484\" height=\"169\"><\/figure><div class=\"oe of pt\"><picture><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/format:webp\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/format:webp\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/format:webp\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/format:webp\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/format:webp\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/format:webp\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:968\/format:webp\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 968w\" type=\"image\/webp\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 484px\"><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:968\/1*kxySBNHqqBC_CMZY7Zz2sg.jpeg 968w\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 484px\" data-testid=\"og\"><\/picture><\/div>\n<\/figure>\n<p id=\"fbb9\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">3. Use the hold-out test dataset to evaluate the model.<\/p>\n<figure class=\"oh oi oj ok ol om oe of paragraph-image\">\n<div class=\"on oo eb op bg oq\" tabindex=\"0\" role=\"button\">\n<figure><img loading=\"lazy\" decoding=\"async\" class=\"bg or os c\" role=\"presentation\" src=\"https:\/\/miro.medium.com\/v2\/resize:fit:368\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg\" alt=\"\" width=\"368\" height=\"189\"><\/figure><div class=\"oe of pu\"><picture><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/format:webp\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/format:webp\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/format:webp\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/format:webp\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/format:webp\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/format:webp\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:736\/format:webp\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 736w\" type=\"image\/webp\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 368px\"><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:736\/1*YXcAhXtP4vprP_XzMFrpqQ.jpeg 736w\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 368px\" data-testid=\"og\"><\/picture><\/div>\n<\/div>\n<\/figure>\n<p id=\"a485\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">4. Use the entire dataset to train the final model so that it can generalize better on future datasets.<\/p>\n<figure class=\"oh oi oj ok ol om oe of paragraph-image\">\n<figure><img loading=\"lazy\" decoding=\"async\" class=\"bg or os c\" role=\"presentation\" src=\"https:\/\/miro.medium.com\/v2\/resize:fit:550\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg\" alt=\"\" width=\"550\" height=\"160\"><\/figure><div class=\"oe of pv\"><picture><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/format:webp\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/format:webp\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/format:webp\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/format:webp\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/format:webp\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/format:webp\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/format:webp\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 1100w\" type=\"image\/webp\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 550px\"><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/1*AejwyUqZ3spg_6N8JLsg6g.jpeg 1100w\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 550px\" data-testid=\"og\"><\/picture><\/div>\n<\/figure>\n<p id=\"4ccd\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">In this process, the dataset is split into training and test sets, and a fixed set of hyperparameters is used to evaluate the model. There is another process in which data can also be split into three sets, and these sets can be used to select a model or to tune hyperparameters. We will discuss that technique next.<\/p>\n<h1 id=\"edd7\" class=\"nb nc fo be nd ne nf ng nh ni nj nk nl nm nn no np nq nr ns nt nu nv nw nx ny bj\" data-selectable-paragraph=\"\">Hold-Out Method for Model Selection<\/h1>\n<p id=\"9855\" class=\"pw-post-body-paragraph lt lu fo be b lv nz lx ly lz oa mb mc md ob mf mg mh oc mj mk ml od mn mo mp fh bj\" data-selectable-paragraph=\"\">Sometimes the model selection process is referred to as hyperparameter tuning. During the hold-out method of selecting a model, the dataset is separated into three sets \u2014 training, validation, and test.<\/p>\n<figure class=\"oh oi oj ok ol om oe of paragraph-image\">\n<div class=\"on oo eb op bg oq\" tabindex=\"0\" role=\"button\">\n<figure><img loading=\"lazy\" decoding=\"async\" class=\"bg or os c\" role=\"presentation\" src=\"https:\/\/miro.medium.com\/v2\/resize:fit:700\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg\" alt=\"\" width=\"700\" height=\"368\"><\/figure><div class=\"oe of og\"><picture><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/format:webp\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/format:webp\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/format:webp\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/format:webp\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/format:webp\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/format:webp\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:1400\/format:webp\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 1400w\" type=\"image\/webp\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 700px\"><source srcset=\"https:\/\/miro.medium.com\/v2\/resize:fit:640\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 640w, https:\/\/miro.medium.com\/v2\/resize:fit:720\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 720w, https:\/\/miro.medium.com\/v2\/resize:fit:750\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 750w, https:\/\/miro.medium.com\/v2\/resize:fit:786\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 786w, https:\/\/miro.medium.com\/v2\/resize:fit:828\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 828w, https:\/\/miro.medium.com\/v2\/resize:fit:1100\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 1100w, https:\/\/miro.medium.com\/v2\/resize:fit:1400\/1*TIvUOys2OoCdFOBcDjD9oA.jpeg 1400w\" sizes=\"(min-resolution: 4dppx) and (max-width: 700px) 50vw, (-webkit-min-device-pixel-ratio: 4) and (max-width: 700px) 50vw, (min-resolution: 3dppx) and (max-width: 700px) 67vw, (-webkit-min-device-pixel-ratio: 3) and (max-width: 700px) 65vw, (min-resolution: 2.5dppx) and (max-width: 700px) 80vw, (-webkit-min-device-pixel-ratio: 2.5) and (max-width: 700px) 80vw, (min-resolution: 2dppx) and (max-width: 700px) 100vw, (-webkit-min-device-pixel-ratio: 2) and (max-width: 700px) 100vw, 700px\" data-testid=\"og\"><\/picture><\/div>\n<\/div>\n<figcaption class=\"ot ou ov oe of ow ox be b bf z dv\" data-selectable-paragraph=\"\">Hold-out method for model selection (Source: By Author)<\/figcaption>\n<\/figure>\n<p id=\"fe2f\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">Follow the steps below for using the hold-out method for model selection:<\/p>\n<ol class=\"\">\n<li id=\"6264\" class=\"lt lu fo be b lv lw lx ly lz ma mb mc mq me mf mg mr mi mj mk ms mm mn mo mp pr mu mv bj\" data-selectable-paragraph=\"\">Divide the dataset into three parts: training dataset, validation dataset, and test dataset.<\/li>\n<li id=\"37e2\" class=\"lt lu fo be b lv mw lx ly lz mx mb mc mq my mf mg mr mz mj mk ms na mn mo mp pr mu mv bj\" data-selectable-paragraph=\"\">Now, different machine learning algorithms can be used to train different models. You can train your classification model, for example, using logistic regression, random forest, and XGBoost.<\/li>\n<li id=\"8477\" class=\"lt lu fo be b lv mw lx ly lz mx mb mc mq my mf mg mr mz mj mk ms na mn mo mp pr mu mv bj\" data-selectable-paragraph=\"\">Tune the hyperparameters for models trained with different algorithms. Change the hyperparameter settings for each algorithm mentioned in step 2 and come up with multiple models.<\/li>\n<li id=\"aa68\" class=\"lt lu fo be b lv mw lx ly lz mx mb mc mq my mf mg mr mz mj mk ms na mn mo mp pr mu mv bj\" data-selectable-paragraph=\"\">On the validation dataset, test the performance of each of these models (associating with each of the algorithms).<\/li>\n<li id=\"ddf9\" class=\"lt lu fo be b lv mw lx ly lz mx mb mc mq my mf mg mr mz mj mk ms na mn mo mp pr mu mv bj\" data-selectable-paragraph=\"\">Choose the most optimal model from those tested on the validation dataset. The most optimal model will be set up with the most optimal hyperparameters. Using the example above, let\u2019s suppose the model trained with XGBoost with the most optimal hyperparameters is selected.<\/li>\n<li id=\"51d7\" class=\"lt lu fo be b lv mw lx ly lz mx mb mc mq my mf mg mr mz mj mk ms na mn mo mp pr mu mv bj\" data-selectable-paragraph=\"\">Finally, on the test dataset, test the performance of the most optimal model.<\/li>\n<\/ol>\n<p id=\"c30a\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">Now, let\u2019s see how to implement this in Python.<\/p>\n<h1 id=\"31cc\" class=\"nb nc fo be nd ne nf ng nh ni nj nk nl nm nn no np nq nr ns nt nu nv nw nx ny bj\" data-selectable-paragraph=\"\">Implementing Python Code for Training\/Test Split<\/h1>\n<p id=\"8da2\" class=\"pw-post-body-paragraph lt lu fo be b lv nz lx ly lz oa mb mc md ob mf mg mh oc mj mk ml od mn mo mp fh bj\" data-selectable-paragraph=\"\">The following Python code can be used to split the dataset into training and testing. Here is a code example that uses the <a class=\"af pq\" href=\"https:\/\/scikit-learn.org\/stable\/modules\/generated\/sklearn.datasets.load_boston.html\" target=\"_blank\" rel=\"noopener ugc nofollow\">Sklearn Boston housing dataset<\/a>to show how the train_test_split method from Sklearn.model_selection can be used to split the dataset into training and test. The test size is specified using the parameter test_size.<\/p>\n<pre class=\"oh oi oj ok ol pw px py pz ax qa bj\"><span id=\"21f7\" class=\"qb nc fo px b ho qc qd l ie qe\" data-selectable-paragraph=\"\">#Importing the dataset<strong class=\"px fp\">\nfrom<\/strong> sklearn <strong class=\"px fp\">import<\/strong> datasets\n<strong class=\"px fp\">from<\/strong> sklearn.model_selection <strong class=\"px fp\">import<\/strong> train_test_split<\/span><span id=\"a6c2\" class=\"qb nc fo px b ho qf qd l ie qe\" data-selectable-paragraph=\"\">#Then, loading the Boston Dataset\nbhp <strong class=\"px fp\">=<\/strong> datasets.load_boston()<\/span><span id=\"7645\" class=\"qb nc fo px b ho qf qd l ie qe\" data-selectable-paragraph=\"\">#Finally, creating the Training and Test Split\nX_train, X_test, y_train, y_test <strong class=\"px fp\">=<\/strong> train_test_split(bhp.data, bhp.target, random_state<strong class=\"px fp\">=<\/strong>42, test_size<strong class=\"px fp\">=<\/strong>0.3)<\/span><\/pre>\n<h1 id=\"c81b\" class=\"nb nc fo be nd ne nf ng nh ni nj nk nl nm nn no np nq nr ns nt nu nv nw nx ny bj\" data-selectable-paragraph=\"\"><strong class=\"al\">Conclusion<\/strong><\/h1>\n<p id=\"7b98\" class=\"pw-post-body-paragraph lt lu fo be b lv nz lx ly lz oa mb mc md ob mf mg mh oc mj mk ml od mn mo mp fh bj\" data-selectable-paragraph=\"\">If you have a large dataset, you\u2019re in a hurry, or you\u2019re just starting out with a data science project, you might benefit from the hold-out method. Hold-out methods can also be used to avoid overfitting or underfitting problems in machine learning models. Choosing a classifier is best done using hold-out methods. Additionally, these methods reduce error pruning for trees and facilitate early stopping of neural networks.<\/p>\n<p id=\"bf14\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">I hope that by now you have a better understanding of what hold-out methods are and how they are used in model selection and model evaluation for training machine learning models.<\/p>\n<p id=\"792c\" class=\"pw-post-body-paragraph lt lu fo be b lv lw lx ly lz ma mb mc md me mf mg mh mi mj mk ml mm mn mo mp fh bj\" data-selectable-paragraph=\"\">Happy Learning!!<\/p>\n<\/div>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>During the evaluation of machine learning (ML) models, the following question might arise: Is this model the best one available from the hypothesis space of the algorithm in terms of generalization error on an unknown\/future data set? What training and testing techniques are used for the model? What model should be selected from the available [&hellip;]<\/p>\n","protected":false},"author":75,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"customer_name":"","customer_description":"","customer_industry":"","customer_technologies":"","customer_logo":"","_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[6],"tags":[],"coauthors":[172],"class_list":["post-7132","post","type-post","status-publish","format-standard","hentry","category-machine-learning"],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v25.9 (Yoast SEO v25.9) - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Understanding Hold-Out Methods for Training Machine Learning Models - Comet<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.comet.com\/site\/blog\/understanding-hold-out-methods-for-training-machine-learning-models\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Understanding Hold-Out Methods for Training Machine Learning Models\" \/>\n<meta property=\"og:description\" content=\"During the evaluation of machine learning (ML) models, the following question might arise: Is this model the best one available from the hypothesis space of the algorithm in terms of generalization error on an unknown\/future data set? What training and testing techniques are used for the model? 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