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Validation set

As explained in Grokking Statistics

A validation dataset is a held-out dataset used to evaluate model choices after training and iterative testing but before final assessment.

A validation set is a held-out dataset used after training and iterative testing to evaluate a model on data untouched by that testing process. It provides a final stopgap before treating performance as trustworthy. section 9.14

Why a third split helps

Suppose repeated model changes improve results on the test dataset. Those improvements may reflect leaked clues rather than genuine performance. Keeping a validation set separate provides a fresh check and reduces the temptation to torture the data until it produces a desired result. section 9.14

How Grokking Statistics covers it

How deep it goes
Defines the dataset’s role and rationale but does not detail splitting procedures or implementation.
Examples
Uses repeated testing and model changes that accidentally leak clues from the test dataset.
What it assumes
Builds on train/test splits and iterative model testing without requiring detailed statistical or programming background.
What you can do after
Evaluate tested models on data excluded from iterative testing before trusting their reported performance.
How it connects
Connects validation datasets with train/test splits, logistic regression, model iteration, test datasets, and p-hacking.

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This explainer was generated by Manning's knowledge graph from the text of Grokking Statistics. The section links point to the parts of the book it draws on.