Model Validation in Python

Overview

Learn the basics of model validation, validation techniques, and begin creating validated and high performing models.

Machine learning models are easier to implement now more than ever before. Without proper validation, the results of running new data through a model might not be as accurate as expected. Model validation allows analysts to confidently answer the question, how good is your model? We will answer this question for classification models using the complete set of tic-tac-toe endgame scenarios, and for regression models using fivethirtyeight’s ultimate Halloween candy power ranking dataset. In this course, we will cover the basics of model validation, discuss various validation techniques, and begin to develop tools for creating validated and high performing models.

Syllabus

Basic Modeling in scikit-learn

Before we can validate models, we need an understanding of how to create and work with them. This chapter provides an introduction to running regression and classification models in scikit-learn. We will use this model building foundation throughout the remaining chapters.

Validation Basics

This chapter focuses on the basics of model validation. From splitting data into training, validation, and testing datasets, to creating an understanding of the bias-variance tradeoff, we build the foundation for the techniques of K-Fold and Leave-One-Out validation practiced in chapter three.

Cross Validation

Holdout sets are a great start to model validation. However, using a single train and test set if often not enough. Cross-validation is considered the gold standard when it comes to validating model performance and is almost always used when tuning model hyper-parameters. This chapter focuses on performing cross-validation to validate model performance.

Selecting the best model with Hyperparameter tuning.

The first three chapters focused on model validation techniques. In chapter 4 we apply these techniques, specifically cross-validation, while learning about hyperparameter tuning. After all, model validation makes tuning possible and helps us select the overall best model.