Optimal ratio for data splitting

Optimal ratio for data splitting
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DOI:
10.1002/sam.11583
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发表时间:
2022-04-04
影响因子:
1.3
通讯作者:
Joseph, V. Roshan
Joseph, V. Roshan
中科院分区:
计算机科学4区
文献类型:
--
作者:
Joseph, V. Roshan

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在拟合统计或机器学习模型之前,通常会将数据集分为训练集和测试集。然而,对于应该使用多少数据进行训练和测试,并没有明确的指导。在本文中,我们证明了最佳的训练/测试分割比是根p:1,其中p是线性回归模型中的参数数量,可以很好地解释数据。
It is common to split a dataset into training and testing sets before fitting a statistical or machine learning model. However, there is no clear guidance on how much data should be used for training and testing. In this article, we show that the optimal training/testing splitting ratio is root p : 1, where p is the number of parameters in a linear regression model that explains the data well.