 on test-set MSE? 

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- **NO!!!** We will just overfit the test set itself!
- The test set must be used *only for evaluation.*

Instead, we must conduct model selection *entirely within the training set.*


---
name: resampling-validation
layout: true
# Cross-validation
## The .it[validation set] approach

**Hold out** a subset of our training set to *estimate* the test error.

1. Train each model using the .hi-purple[rest of the training set].
2. Calculate MSE in the .hi-slate[validation set].
3. Compare 