Create two holdout sets

You recently created a simple random forest model to predict Tic-Tac-Toe game wins for your boss, and at her request, you did not do any parameter tuning. Unfortunately, the overall model accuracy was too low for her standards. This time around, she has asked you to focus on model performance.

Before you start testing different models and parameter sets, you will need to split the data into training, validation, and testing datasets. Remember that after splitting the data into training and testing datasets, the validation dataset is created by splitting the training dataset.

The datasets X and y have been loaded for your use.

This exercise is part of the course

Model Validation in Python

Exercise instructions

Create temporary datasets and testing datasets (X_test, y_test). Use 20% of the overall data for the testing datasets.
Using the temporary datasets (X_temp, y_temp), create training (X_train, y_train) and validation (X_val, y_val) datasets.
Use 25% of the temporary data for the validation datasets.

Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

# Create temporary training and final testing datasets
X_temp, ____, y_temp, ____  =\
    train_test_split(X, y, ____=____, random_state=1111)

# Create the final training and validation datasets
____, ____, ____, ____ =\
    train_test_split(X_temp, y_temp, ____=____, random_state=1111)

Edit and Run Code

This exercise is part of the course

Model Validation in Python

IntermediateSkill Level

4.8+

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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.

Exercise 1: Introduction to model validation Exercise 2: Modeling steps Exercise 3: Seen vs. unseen data Exercise 4: Regression models Exercise 5: Set parameters and fit a model Exercise 6: Feature importances Exercise 7: Classification models Exercise 8: Classification predictions Exercise 9: Reusing model parameters Exercise 10: Random forest classifier

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.

Exercise 1: Creating train, test, and validation datasets Exercise 2: Create one holdout set Exercise 3: Create two holdout sets

Current Exercise

Exercise 4: Why use holdout sets Exercise 5: Accuracy metrics: regression models Exercise 6: Mean absolute error Exercise 7: Mean squared error Exercise 8: Performance on data subsets Exercise 9: Classification metrics Exercise 10: Confusion matrices Exercise 11: Confusion matrices, again Exercise 12: Precision vs. recall Exercise 13: The bias-variance tradeoff Exercise 14: Error due to under/over-fitting Exercise 15: Am I underfitting?

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.

Exercise 1: The problems with holdout sets Exercise 2: Two samples Exercise 3: Potential problems Exercise 4: Cross-validation Exercise 5: scikit-learn's KFold()Exercise 6: Using KFold indices Exercise 7: sklearn's cross_val_score()Exercise 8: scikit-learn's methods Exercise 9: Implement cross_val_score()Exercise 10: Leave-one-out-cross-validation (LOOCV)Exercise 11: When to use LOOCV Exercise 12: Leave-one-out-cross-validation

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.

Exercise 1: Introduction to hyperparameter tuning Exercise 2: Creating Hyperparameters Exercise 3: Running a model using ranges Exercise 4: RandomizedSearchCV Exercise 5: Preparing for RandomizedSearch Exercise 6: Implementing RandomizedSearchCV Exercise 7: Selecting your final model Exercise 8: Best classification accuracy Exercise 9: Selecting the best precision model Exercise 10: Course completed!