Comparing out-of-sample RMSE to in-sample RMSE
Why is the test set RMSE
than the training set RMSE?
Answer the question
Because you overfit the training set and the test set contains data the model hasn't seen before.
Because you should not use a test set at all and instead just look at error on the training set.
Because the test set has a smaller sample size the training set and thus the mean error is lower.
Take Hint (-15xp)