Interview Question

Senior Machine Learning Engineer Interview

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Peltarion

What role does the test set play and what role does the validation set play when we are building a model?

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If we are developing an iterative model (e.g. gradient boosting or NNs), then we can use a test set to validate each iteration and update the weights accordingly. After running through all iterations, we want to test how our final model performs on a held-out dataset -- the validation dataset. Note that terminology "test" and "validation" is often used interchangeably

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