ml">Held-Out Evaluation and Cross-Validation</a></li></ol></nav></header>




<section id="held-out-evaluation-and-cross-validation" class="level1">
<h1>Held-Out Evaluation and Cross-Validation</h1>
<p>Held-out evaluation involves splitting a data set into two parts, a training data set and a test data set. The training data is used to estimate the model and the test data is used for evaluation. Held-out evaluation is commonly used to declare winners in predictive modeling competitions such as those run by 