Statistics - Resampling through Random Percentage Split

Thomas Bayes


Percentage Split (Fixed or Holdout) is a re-sampling method that leave out random N% of the original data.

For example, you might select:

The algorithm is trained against the trained data and the accuracy is calculated on the test data set.

Standard Deviation in Validation

When percentage split with a random method is repeated for validation, there is a good chance of overlap between the different test sets. The algorithm has already (learn|see) them. With cross-validation, this overlap doesn't occur. This is why the standard deviation estimate tends to be smaller for percentage split than for cross-validation.

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