
1. When different observations are included in and excluded the validation set, the estimated test error rate could be highly variable.
2. Fitting the model with only part of all the observations might lead to bad performance.

University of Michigan - Ann Arbor

A validation dataset (or validation set) is a separate partition of data used to assess the quality of a machine learning model's solution. After training a model iteratively on the training data, its predictive performance is evaluated on this distinct validation dataset to measure how well it has learned the underlying patterns. This evaluation is critical for automatically tuning hyperparameters without relying on the training set, ensuring the model generalizes appropriately to unseen data.

Validation Dataset

James, G., Witten, D., Hastie, T., & Tibshirani, R. (2013). An introduction to statistical learning (Vol. 112, pp. 3-7). New York: springer.

An Introduction to Statistical Learning with Applications in R

Potential drawbacks of Validation Set Approach

After training the model on the training set, the validation set is used to tune parameters. The test then set is used to see how the model can be generalized to new data.

Difference between test set and validation set

In machine learning, generalization refers to the formidable challenge of finding a model whose parameters lead to accurate predictions on previously unseen data. While deep learning optimization algorithms can often easily find parameters that minimize the loss on the training set, ensuring that those learned parameters adapt well and maintain high predictive accuracy on new, independent datasets is the ultimate objective of the learning process.

Generalization

While the training loop is responsible for optimizing a model's parameters, a validation dataset is crucial for measuring the model's quality on unseen data. A standard practice is to pass a validation dataloader through the model once during each epoch. By evaluating the model's performance without updating its parameters—often in a no-gradient context—practitioners can monitor generalization and detect overfitting during the iterative training process.

Validation Dataset Model Evaluation

Highly expressive models, such as deep neural networks, possess the capacity to perfectly fit even arbitrarily assigned training labels. For these powerful models, achieving a low training error is insufficient to guarantee a low generalization error, although it does not inherently imply a high generalization error either. Because training error provides an unreliable signal about true predictive performance in these cases, practitioners must rely heavily on holdout data to certify generalization after training, calculating what is known as the validation error.

Validation Error for Expressive Models

Because the strict boundaries between validation and test data are often blurred in practice due to data reuse, it is important to distinguish between reported validation accuracy and theoretical true test set accuracy. When a true, completely unseen test set is not available or has been evaluated multiple times, the performance metrics reported in experiments correctly represent validation accuracy rather than the model's true test set accuracy.

Validation Accuracy vs. True Test Set Accuracy

Validation error is a metric used to evaluate a model's performance on a separate holdout dataset throughout the training process. By checking the model's accuracy on unseen data, typically after each epoch, practitioners can determine if the model is generalizing well or if it is starting to overfit the training data. This metric is centrally used to define the patience criterion for early stopping.

Definition of Validation Error

After a machine learning model's hyperparameters have been tuned using a validation dataset, a common strategy before making final predictions on a test set is to retrain the model on the combined training and validation sets. Because the validation data is fully labeled, merging it with the training set provides a larger pool of data for the model to learn from, making full use of all available labeled data and potentially improving its final predictive performance.

Training on Combined Training and Validation Set

In deep learning practice, image augmentation that incorporates random operations—such as random cropping or flipping—is typically applied exclusively to the training dataset. During evaluation phases, such as when using a validation set for hyperparameter tuning or a test set for final prediction, these random operations are disabled. This ensures that no randomness is introduced during evaluation, allowing the model to be tested on deterministic, unaltered input images.

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