Held-Out Rows

Held-Out MAE

Average the held-out absolute errors exactly.

highlighted = computed this step

Collect the held-out errors

The held-out absolute errors are 1 and 3.

etest=(1,3)e_{\text{test}}=(1,3)
Train Test Split ExactlyExact train-only statistic and held-out scoring rows.train-only mean and held-out scoringrowroleytrain stat?predictionabs errorAtrain2yes--Btrain4yes--Ctrain6yes--Dtest3held out41Etest7held out43train mean: (2+4+6)/3 = 4test MAE: (1+3)/2 = 2train statistic uses train rows onlytest rows are held out and scored onceNOT training; NOT learning; NOT generalizationNOT future performance; NOT unbiased; NOT safeNOT best split; NOT an accuracy guarantee

Average the held-out errors

The held-out mean absolute error is 1 + 3 over 2 test rows, which equals 2.

1+32=2{1 + 3\over2} = 2
Train Test Split ExactlyExact train-only statistic and held-out scoring rows.train-only mean and held-out scoringrowroleytrain stat?predictionabs errorAtrain2yes--Btrain4yes--Ctrain6yes--Dtest3held out41Etest7held out43train mean: (2+4+6)/3 = 4test MAE: (1+3)/2 = 2train statistic uses train rows onlytest rows are held out and scored onceNOT training; NOT learning; NOT generalizationNOT future performance; NOT unbiased; NOT safeNOT best split; NOT an accuracy guarantee

This is one held-out arithmetic result

The MAE is exact for these two held-out rows. It is not a future-performance claim.

exact held-out arithmetic\text{exact held-out arithmetic}
Train Test Split ExactlyExact train-only statistic and held-out scoring rows.train-only mean and held-out scoringrowroleytrain stat?predictionabs errorAtrain2yes--Btrain4yes--Ctrain6yes--Dtest3held out41Etest7held out43train mean: (2+4+6)/3 = 4test MAE: (1+3)/2 = 2train statistic uses train rows onlytest rows are held out and scored onceNOT training; NOT learning; NOT generalizationNOT future performance; NOT unbiased; NOT safeNOT best split; NOT an accuracy guarantee