Data Mining - (Test|Expected|Generalization) Error

1 - About

Test error is the prediction error that we incur on new data. The test error is actually how well we'll do on future data the model hasn't seen.

The test error is the average error that results from using a statistical learning method to predict the response on a new observation, one that was not used in training the method.

3 - Estimation

Test error can be estimated :

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