Holdout method for evaluating a classifier in data mining

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Holdout method:

All data is randomly divided into same equal size data sets. e.g,

  1. Training set
  2. Test set
  3. Validation set

Training set:

  • It is a data set helps in the prediction of the model.

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Test set:

  • Unseen data is used as a subset of the data set to assess the performance of the model.

Validation set:

  • The validation set is also a data set used to assess the performance of model built during the training.

For example;

There are total 3 data sets.

Total training set for model construction

  • 2/3

Total test set for accuracy estimation

  • 1/3

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