Cross-validation (statistics) - Relationship To Other Forms of Validation

Relationship To Other Forms of Validation

In "true validation," or "holdout validation," a subset of observations is chosen randomly from the initial sample to form a validation or testing set, and the remaining observations are retained as the training data. Normally, less than a third of the initial sample is used for validation data. This would generally not be considered to be cross-validation since only a single partition of the data into training and testing sets is used.

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