Test set

A test set is a set of data used in various areas of information science to assess the strength and utility of a predictive relationship. Test sets are used in artificial intelligence, machine learning, genetic programming, intelligent systems, and statistics. In all these fields, a test set has much the same role.

1 Rationale
2 Example
3 See also
4 External links

Rationale

Many procedures have been developed regression analysis was one of the earliest such approaches to be developed. The data used to construct or discover a predictive relationship are called the training data set. Most approaches that search through training data for empirical relationships tend to overfit the data, meaning that they can identify apparent relationships in the training data that do not hold in general. A test set is a set of data that is independent of the training data, but that follows the same probability distribution as the training data. If a model fit to the training set also fits the test set well, minimal overfitting has taken place. If the model fits the training set much better than it fits the test set, overfitting is likely the cause.

Example

External links

Foundations of Genetic Programming

Statistics

Descriptive statistics

Continuous data

Location	Mean (Arithmetic, Geometric, Harmonic) Median Mode

Dispersion	Range Standard deviation Coefficient of variation Percentile Interquartile range

Shape	Variance Skewness Kurtosis Moments L-moments

Count data

Index of dispersion

Summary tables

Dependence

Statistical graphics

Data collection

Designing studies	Effect size Standard error Statistical power Sample size determination

Survey methodology	Sampling Stratified sampling Opinion poll Questionnaire

Controlled experiment	Design of experiments Randomized experiment Random assignment Replication Blocking Factorial experiment Optimal design

Uncontrolled studies	Natural experiment Quasi-experiment Observational study

Statistical inference

Statistical theory	Sampling distribution Sufficient statistic Meta-analysis

Bayesian inference	Bayesian probability Prior Posterior Credible interval Bayes factor Bayesian estimator Maximum posterior estimator

Frequentist inference	Confidence interval Hypothesis testing Likelihood-ratio

Specific tests	Z-test (normal) Student's t-test F-test Pearson's chi-squared test Wald test Mann–Whitney U Shapiro–Wilk Signed-rank Kolmogorov–Smirnov test

General estimation	Bias Robustness Efficiency Maximum likelihood Method of moments Minimum distance Density estimation

Correlation and regression analysis

Correlation	Pearson product-moment correlation Partial correlation Confounding variable Coefficient of determination

Regression analysis	Errors and residuals Regression model validation Mixed effects models Simultaneous equations models

Linear regression	Simple linear regression Ordinary least squares General linear model Bayesian regression

Non-standard predictors	Nonlinear regression Nonparametric Semiparametric Isotonic Robust

Generalized linear model	Exponential families Logistic (Bernoulli) Binomial Poisson

Partition of variance	Analysis of variance (ANOVA) Analysis of covariance Multivariate ANOVA Degrees of freedom

Categorical, multivariate, time-series, or survival analysis

Categorical data	Cohen's kappa Contingency table Graphical model Log-linear model McNemar's test

Multivariate statistics	Multivariate regression Principal components Factor analysis Cluster analysis Copulas

Time series analysis	Decomposition (Trend, Stationary process) ARMA model ARIMA model Vector autoregression Spectral density estimation

Survival analysis	Survival function Kaplan–Meier Logrank test Failure rate Proportional hazards models Accelerated failure time model

Applications

Biostatistics	Bioinformatics Biometrics Clinical trials & studies Epidemiology Medical statistics

Engineering statistics	Chemometrics Methods engineering Probabilistic design Process & Quality control Reliability System identification

Social statistics	Actuarial science Census Crime statistics Demography Econometrics National accounts Official statistics Population Psychometrics

Spatial statistics	Cartography Environmental statistics Geographic information system Geostatistics Kriging

Category
Portal
Outline
Index

Test set

Contents

Rationale

Example

See also

External links