2 – Testing

So let’s look at the following data form by blue and red points, and the following two classification models which separates the blue points from the red points. The question is which of these two models is better? Well, it seems like the one on the left is simpler since it’s a line and the one on the right is more complicated since it’s a complex curve. Now the one in the right makes no mistakes. It correctly separates all the points, on the other hand, the one in the left does make some mistakes. So we’re inclined to think that the one in the right is better. In order to really find out which one is better, we introduce the concept of training and testing sets. We’ll denote them as follows: the solid color points are the training set, and the points with the white inside are the testing set. And what we’ll do is we’ll train our models in the training set without looking at the testing set, and then we’ll evaluate the results on that testing to see how we did. So according to this, we trained the linear model and the complex model on the training set to obtain these two boundaries. Now we reintroduce the testing set and we can see that the model in the left made one mistake while the model in the right made two mistakes. So in the end, the simple model was better. Does that match our intuition?. Well, it does, because in machine learning that’s what we’re going to do. Whenever we can choose between a simple model that does the job and a complicated model that may do the job a little bit better, we always try to go for the simpler model.

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